+16.5%
MDLZ vs MTSI
+320.9%
-304.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -1.7% |
| 30D | -2.1% | +2.1% | -4.2% | -2.1% |
| 3M | +1.3% | -29.7% | +31.0% | +1.7% |
| 6M | +6.2% | +12.5% | -6.3% | +5.1% |
| YTD | +15.8% | +57.0% | -41.2% | +13.5% |
| 1Y | +4.1% | +103.9% | -99.8% | +1.2% |
| 3Y | -4.1% | +223.6% | -227.7% | -10.9% |
| All | +16.5% | +320.9% | -304.4% | +1.8% |
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 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