+102.0%
MDLZ vs MTSI
+454.4%
-352.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +2.2% | -3.8% | +6.0% | +2.2% |
| 30D | +10.1% | -31.4% | +41.5% | +11.8% |
| 3M | +9.1% | -23.8% | +32.9% | +9.9% |
| 6M | +10.0% | -37.1% | +47.0% | +11.5% |
| YTD | +26.8% | +32.2% | -5.4% | +21.6% |
| 1Y | +22.5% | +26.9% | -4.4% | +17.7% |
| 3Y | +5.3% | +193.7% | -188.5% | -7.2% |
| 5Y | +21.4% | +218.0% | -196.6% | +4.8% |
| 10Y | +102.0% | +477.8% | -375.7% | +51.1% |
| All | +102.0% | +454.4% | -352.4% | +51.1% |
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