-16.0%
MCD vs MTCH
+14.2%
-30.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | -7.8% | +15.9% | -23.6% | -8.2% |
| 3M | -10.7% | +23.3% | -34.0% | -11.5% |
| 6M | -21.3% | +40.1% | -61.4% | -22.8% |
| YTD | -15.8% | +33.6% | -49.3% | -17.2% |
| 1Y | -16.0% | +14.1% | -30.1% | -18.6% |
| All | -16.0% | +14.2% | -30.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling