+21.4%
MDLZ vs MTZ
+88.6%
-67.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | +2.2% | -8.7% | +10.9% | +2.1% |
| 30D | +10.1% | -15.0% | +25.1% | +10.1% |
| 3M | +9.1% | -32.6% | +41.7% | +8.9% |
| 6M | +10.0% | -56.3% | +66.3% | +10.1% |
| YTD | +26.8% | -16.8% | +43.6% | +24.9% |
| 1Y | +22.5% | -10.0% | +32.5% | +20.4% |
| 3Y | +5.3% | +267.1% | -261.8% | -6.7% |
| 5Y | +21.4% | +89.9% | -68.4% | +9.6% |
| All | +21.4% | +88.6% | -67.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling