+39.5%
MA vs MTCH
-3.8%
+43.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -1.8% | -1.8% | +0.1% | -1.5% |
| 30D | +1.4% | +10.4% | -9.0% | -0.1% |
| 3M | +17.7% | +21.0% | -3.3% | +14.1% |
| 6M | +9.7% | +36.6% | -27.0% | +4.1% |
| YTD | +0.5% | +29.7% | -29.2% | -4.0% |
| 1Y | -2.1% | +8.6% | -10.7% | -4.2% |
| All | +39.5% | -3.8% | +43.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling