-1.5%
MCD vs MTCH
-3.6%
+2.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -6.1% | +10.4% | -16.6% | -7.0% |
| 3M | -7.3% | +21.0% | -28.3% | -9.1% |
| 6M | -20.9% | +36.6% | -57.6% | -23.6% |
| YTD | -14.7% | +29.7% | -44.3% | -17.2% |
| 1Y | -16.1% | +8.6% | -24.7% | -17.1% |
| 3Y | -1.5% | -2.7% | +1.2% | -2.5% |
| All | -1.5% | -3.6% | +2.1% | -2.5% |
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