+506.2%
MDLZ vs MET
+586.7%
-80.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +10.0% | +4.0% | +6.0% | +9.1% |
| 3M | +7.1% | +4.6% | +2.5% | +6.1% |
| 6M | +9.8% | +32.8% | -23.0% | +3.9% |
| YTD | +26.6% | +32.3% | -5.7% | +19.6% |
| 1Y | +20.3% | +37.1% | -16.8% | +12.8% |
| 3Y | +5.4% | +86.8% | -81.4% | -8.0% |
| 5Y | +22.2% | +87.4% | -65.2% | +5.7% |
| 10Y | +92.2% | +209.9% | -117.7% | +45.4% |
| All | +506.2% | +586.7% | -80.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling