+3.2%
MDLZ vs MTZ
+36.0%
-32.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.1% |
| 7D | 0.0% | +2.3% | -2.3% | +0.2% |
| 30D | +1.4% | -10.3% | +11.7% | +0.4% |
| 3M | 0.0% | -31.8% | +31.9% | -3.4% |
| 6M | +9.1% | -19.2% | +28.3% | +6.0% |
| YTD | +17.9% | +10.7% | +7.2% | +17.6% |
| 1Y | +3.2% | +37.5% | -34.3% | +4.3% |
| All | +3.2% | +36.0% | -32.8% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling