+18.4%
MDLZ vs MTCH
-72.5%
+90.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | +1.1% | +13.6% | -12.5% | +0.2% |
| 3M | -1.8% | +22.4% | -24.2% | -3.4% |
| 6M | +12.3% | +37.2% | -24.9% | +9.6% |
| YTD | +18.0% | +31.8% | -13.8% | +15.4% |
| 1Y | +3.8% | +12.9% | -9.1% | +2.6% |
| 3Y | -2.4% | -1.1% | -1.3% | -3.5% |
| 5Y | +18.4% | -73.5% | +91.9% | +21.9% |
| All | +18.4% | -72.5% | +90.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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