+107.6%
MDLZ vs MET
+197.3%
-89.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +2.3% | +4.5% | -2.2% | +1.1% |
| 30D | +7.9% | +3.5% | +4.4% | +6.9% |
| 3M | +7.3% | +5.9% | +1.3% | +5.6% |
| 6M | +11.7% | +33.1% | -21.4% | +3.5% |
| YTD | +28.7% | +33.6% | -4.8% | +18.8% |
| 1Y | +22.8% | +32.7% | -9.9% | +13.4% |
| 3Y | +6.6% | +85.0% | -78.5% | -12.2% |
| 5Y | +23.2% | +85.6% | -62.4% | 0.0% |
| All | +107.6% | +197.3% | -89.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling