+1,117.5%
KDP vs MTZ
+2,520.9%
-1,403.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +6.0% | -11.1% | +17.1% | +7.1% |
| 3M | +9.2% | -36.7% | +45.9% | +13.4% |
| 6M | +14.7% | -21.9% | +36.6% | +16.1% |
| YTD | +19.2% | +9.1% | +10.1% | +16.2% |
| 1Y | +15.2% | +30.0% | -14.8% | +9.7% |
| 3Y | +6.0% | +138.5% | -132.5% | -8.4% |
| 5Y | +5.4% | +158.3% | -152.9% | -11.4% |
| 10Y | +171.9% | +700.8% | -528.9% | +86.4% |
| All | +1,117.5% | +2,520.9% | -1,403.4% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling