+24.4%
MDLZ vs MTSI
+59.5%
-35.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.4% |
| 7D | +8.9% | -10.7% | +19.6% | +7.8% |
| 30D | +15.2% | -29.0% | +44.2% | +12.4% |
| 3M | +9.5% | -14.7% | +24.2% | +8.7% |
| 6M | +11.7% | -20.1% | +31.8% | +9.3% |
| YTD | +28.4% | +36.1% | -7.7% | +24.7% |
| 1Y | +24.4% | +61.7% | -37.3% | +20.8% |
| All | +24.4% | +59.5% | -35.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling