+5.0%
KDP vs MTZ
+162.0%
-157.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -1.6% | +2.3% | -3.8% | -1.6% |
| 30D | +9.5% | -10.3% | +19.8% | +9.8% |
| 3M | +2.6% | -31.8% | +34.5% | +3.5% |
| 6M | +15.6% | -19.2% | +34.8% | +15.5% |
| YTD | +17.3% | +10.7% | +6.6% | +15.6% |
| 1Y | +20.1% | +37.5% | -17.4% | +16.8% |
| 3Y | +4.9% | +162.4% | -157.4% | -4.0% |
| 5Y | +5.0% | +166.3% | -161.3% | -7.2% |
| All | +5.0% | +162.0% | -157.0% | -7.2% |
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