-42.5%
KHC vs MTZ
+856.0%
-898.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | +2.0% | +5.0% | -3.0% | +1.6% |
| 30D | +10.6% | -6.0% | +16.6% | +10.8% |
| 3M | +0.5% | -36.1% | +36.6% | +3.7% |
| 6M | +12.1% | -56.9% | +68.9% | +18.8% |
| YTD | +8.9% | -15.9% | +24.8% | +7.5% |
| 1Y | +7.5% | -3.8% | +11.3% | +4.5% |
| 3Y | -10.7% | +272.3% | -283.0% | -28.8% |
| 5Y | -13.2% | +91.1% | -104.2% | -26.0% |
| 10Y | -50.6% | +426.0% | -476.6% | -66.4% |
| All | -42.5% | +856.0% | -898.5% | -66.4% |
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