+176.9%
MCD vs MTCH
+208.0%
-31.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | -7.8% | +15.9% | -23.6% | -9.2% |
| 3M | -10.7% | +23.3% | -34.0% | -12.9% |
| 6M | -21.3% | +40.1% | -61.4% | -24.4% |
| YTD | -15.8% | +33.6% | -49.3% | -18.8% |
| 1Y | -16.0% | +14.1% | -30.1% | -17.7% |
| 3Y | -3.0% | +1.4% | -4.4% | -5.1% |
| 5Y | +18.6% | -73.1% | +91.8% | +33.1% |
| All | +176.9% | +208.0% | -31.1% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling