+454.2%
MDLZ vs MET
+555.4%
-101.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | -2.1% | +1.4% | -3.5% | -2.4% |
| 3M | +1.3% | +17.7% | -16.4% | -1.8% |
| 6M | +6.2% | +35.0% | -28.8% | +0.2% |
| YTD | +15.8% | +26.3% | -10.5% | +10.4% |
| 1Y | +4.1% | +22.8% | -18.7% | -0.4% |
| 3Y | -4.1% | +65.9% | -70.0% | -14.4% |
| 5Y | +13.4% | +85.4% | -72.0% | -1.8% |
| 10Y | +75.7% | +253.7% | -178.0% | +30.0% |
| All | +454.2% | +555.4% | -101.2% | +209.5% |
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