-9.3%
MCD vs MTCH
+29.6%
-38.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.6% | +6.7% | -8.3% | -2.2% |
| 30D | +14.1% | -1.8% | +15.9% | +14.0% |
| 3M | +0.6% | +12.2% | -11.6% | +0.2% |
| 6M | 0.0% | +16.6% | -16.6% | -0.9% |
| YTD | -9.3% | +31.8% | -41.1% | -10.6% |
| 1Y | -9.3% | +30.8% | -40.1% | -10.6% |
| All | -9.3% | +29.6% | -38.9% | -10.6% |
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