+90.0%
MDLZ vs MTSI
+448.7%
-358.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.7% |
| 7D | +1.7% | -10.0% | +11.7% | +2.0% |
| 30D | +11.2% | -37.2% | +48.4% | +13.3% |
| 3M | +6.1% | -30.1% | +36.2% | +7.3% |
| 6M | +8.6% | -31.9% | +40.5% | +9.2% |
| YTD | +25.8% | +23.2% | +2.7% | +21.1% |
| 1Y | +21.7% | +26.4% | -4.7% | +16.8% |
| 3Y | +5.8% | +186.2% | -180.3% | -6.7% |
| 5Y | +21.4% | +187.0% | -165.6% | +5.5% |
| All | +90.0% | +448.7% | -358.7% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling