-3.7%
MDLZ vs MTZ
+165.0%
-168.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.8% |
| 7D | 0.0% | +3.6% | -3.5% | +0.2% |
| 30D | -1.6% | -9.6% | +8.1% | -2.1% |
| 3M | +0.9% | -31.9% | +32.8% | -0.7% |
| 6M | +7.3% | -13.8% | +21.1% | +6.3% |
| YTD | +16.4% | +13.3% | +3.2% | +16.3% |
| 1Y | +3.0% | +39.3% | -36.3% | +3.3% |
| 3Y | -3.7% | +168.3% | -172.1% | -0.9% |
| All | -3.7% | +165.0% | -168.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling