-4.9%
MDLZ vs MSTZ
-99.3%
+94.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | +0.1% | +4.3% | -4.2% | 0.0% |
| 30D | +10.0% | +30.2% | -20.2% | +9.6% |
| 3M | +7.1% | -66.9% | +73.9% | +7.4% |
| 6M | +9.8% | -26.3% | +36.2% | +9.7% |
| YTD | +26.6% | -80.1% | +106.8% | +26.8% |
| 1Y | +20.3% | -57.5% | +77.8% | +20.2% |
| All | -4.9% | -99.3% | +94.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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