+87.9%
MDLZ vs MET
+245.0%
-157.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | +1.4% | -1.4% | +2.8% | +1.7% |
| 3M | 0.0% | +12.5% | -12.5% | -3.0% |
| 6M | +9.1% | +37.1% | -28.0% | +0.6% |
| YTD | +17.9% | +23.8% | -5.8% | +11.2% |
| 1Y | +3.2% | +24.1% | -20.9% | -2.9% |
| 3Y | -2.5% | +65.2% | -67.7% | -16.8% |
| 5Y | +17.6% | +82.3% | -64.7% | -3.8% |
| 10Y | +87.9% | +241.6% | -153.6% | +22.3% |
| All | +87.9% | +245.0% | -157.1% | +22.3% |
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