+22.9%
MDLZ vs MTSI
+153.3%
-130.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.4% | +17.5% | -1.2% |
| 7D | +6.9% | -24.6% | +31.5% | +6.3% |
| 30D | +12.1% | -45.7% | +57.8% | +11.2% |
| 3M | +7.7% | -27.7% | +35.4% | +7.1% |
| 6M | +10.8% | -37.3% | +48.1% | +9.8% |
| YTD | +27.4% | +11.1% | +16.2% | +24.2% |
| 1Y | +23.5% | +27.2% | -3.7% | +20.0% |
| 3Y | +6.2% | +153.7% | -147.5% | -2.7% |
| 5Y | +22.9% | +159.0% | -136.1% | +6.3% |
| All | +22.9% | +153.3% | -130.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling