+18.5%
KDP vs MTZ
+31.7%
-13.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -2.1% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +7.8% | -14.8% | +22.6% | +7.1% |
| 3M | -0.1% | -30.8% | +30.8% | -1.5% |
| 6M | +14.0% | -22.6% | +36.6% | +12.4% |
| YTD | +15.1% | +6.8% | +8.2% | +16.1% |
| 1Y | +18.5% | +22.1% | -3.6% | +23.7% |
| All | +18.5% | +31.7% | -13.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling