+22.2%
MDLZ vs MET
+78.1%
-56.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +1.7% | -1.2% | +2.8% | +1.9% |
| 30D | +11.2% | +3.2% | +8.0% | +10.6% |
| 3M | +6.1% | -1.1% | +7.2% | +6.3% |
| 6M | +8.6% | +25.0% | -16.5% | +4.2% |
| YTD | +25.8% | +27.9% | -2.0% | +20.0% |
| 1Y | +21.7% | +32.9% | -11.2% | +15.1% |
| 3Y | +5.8% | +78.8% | -73.0% | -8.5% |
| All | +22.2% | +78.1% | -56.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling