+23.0%
MDLZ vs MTCH
-70.4%
+93.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +2.3% | +6.7% | -4.4% | +1.8% |
| 30D | +7.9% | -1.8% | +9.8% | +8.0% |
| 3M | +7.3% | +12.2% | -5.0% | +6.2% |
| 6M | +11.7% | +16.6% | -4.9% | +10.2% |
| YTD | +28.7% | +31.8% | -3.1% | +25.6% |
| 1Y | +22.8% | +30.8% | -8.1% | +19.8% |
| 3Y | +6.6% | +49.6% | -43.0% | +1.4% |
| All | +23.0% | -70.4% | +93.4% | +28.3% |
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