-13.4%
KHC vs MTZ
+162.0%
-175.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.2% |
| 7D | -4.8% | +2.3% | -7.1% | -4.7% |
| 30D | +0.3% | -10.3% | +10.6% | 0.0% |
| 3M | +6.7% | -31.8% | +38.5% | +5.9% |
| 6M | +4.2% | -19.2% | +23.3% | +3.4% |
| YTD | +6.7% | +10.7% | -4.0% | +6.0% |
| 1Y | -1.4% | +37.5% | -38.9% | -2.2% |
| 3Y | -11.8% | +162.4% | -174.1% | -13.2% |
| 5Y | -13.4% | +166.3% | -179.7% | -16.0% |
| All | -13.4% | +162.0% | -175.4% | -16.0% |
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