+454.2%
MDLZ vs MTZ
+1,206.8%
-752.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.7% | -1.6% | -0.2% | -1.6% |
| 30D | -2.1% | -11.1% | +9.0% | -1.4% |
| 3M | +1.3% | -36.7% | +38.0% | +3.8% |
| 6M | +6.2% | -21.9% | +28.1% | +7.0% |
| YTD | +15.8% | +9.1% | +6.7% | +13.7% |
| 1Y | +4.1% | +30.0% | -25.8% | +0.8% |
| 3Y | -4.1% | +138.5% | -142.5% | -12.9% |
| 5Y | +13.4% | +158.3% | -145.0% | +1.1% |
| 10Y | +75.7% | +700.8% | -625.0% | +39.6% |
| All | +454.2% | +1,206.8% | -752.6% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling