-43.1%
KHC vs MTZ
+1,140.5%
-1,183.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.8% | -1.6% | -0.2% | -1.6% |
| 30D | -1.9% | -11.1% | +9.2% | -1.0% |
| 3M | +14.4% | -36.7% | +51.1% | +18.0% |
| 6M | +8.7% | -21.9% | +30.7% | +9.4% |
| YTD | +7.8% | +9.1% | -1.3% | +4.6% |
| 1Y | -1.5% | +30.0% | -31.5% | -6.5% |
| 3Y | -9.9% | +138.5% | -148.3% | -22.3% |
| 5Y | -10.7% | +158.3% | -169.1% | -25.9% |
| 10Y | -55.7% | +700.8% | -756.5% | -71.2% |
| All | -43.1% | +1,140.5% | -1,183.7% | -67.3% |
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