+106.1%
MDLZ vs MTZ
+465.6%
-359.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | 0.0% |
| 7D | -1.0% | +12.9% | -13.9% | -1.8% |
| 30D | +7.9% | -8.5% | +16.5% | +8.3% |
| 3M | +8.9% | -30.6% | +39.5% | +11.1% |
| 6M | +10.5% | -55.1% | +65.6% | +15.7% |
| YTD | +27.1% | -13.0% | +40.1% | +25.3% |
| 1Y | +20.9% | -4.3% | +25.2% | +18.1% |
| 3Y | +5.5% | +284.0% | -278.5% | -13.8% |
| 5Y | +22.2% | +97.7% | -75.4% | +6.0% |
| 10Y | +106.1% | +444.4% | -338.3% | +51.0% |
| All | +106.1% | +465.6% | -359.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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