+16.2%
KDP vs MTZ
+89.4%
-73.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.6% |
| 7D | -0.8% | +5.0% | -5.8% | -0.9% |
| 30D | +9.7% | -6.0% | +15.7% | +9.7% |
| 3M | +17.6% | -36.1% | +53.7% | +18.8% |
| 6M | +25.8% | -56.9% | +82.6% | +28.5% |
| YTD | +33.9% | -15.9% | +49.8% | +32.6% |
| 1Y | +38.9% | -3.8% | +42.7% | +36.7% |
| 3Y | +26.8% | +272.3% | -245.5% | +9.4% |
| All | +16.2% | +89.4% | -73.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling