+26.8%
KDP vs MTZ
+271.0%
-244.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.6% |
| 7D | -0.8% | +5.0% | -5.8% | -0.6% |
| 30D | +9.7% | -6.0% | +15.7% | +9.6% |
| 3M | +17.6% | -36.1% | +53.7% | +16.7% |
| 6M | +25.8% | -56.9% | +82.6% | +24.2% |
| YTD | +33.9% | -15.9% | +49.8% | +32.9% |
| 1Y | +38.9% | -3.8% | +42.7% | +38.2% |
| 3Y | +26.8% | +272.3% | -245.5% | +21.6% |
| All | +26.8% | +271.0% | -244.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling