+19.4%
MCD vs MTCH
-72.5%
+91.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -6.7% | +12.8% | -19.5% | -7.7% |
| 3M | -9.6% | +20.0% | -29.5% | -11.0% |
| 6M | -22.3% | +34.7% | -57.0% | -24.4% |
| YTD | -15.4% | +30.6% | -46.0% | -17.6% |
| 1Y | -16.8% | +10.9% | -27.7% | -17.9% |
| 3Y | -2.4% | -2.0% | -0.4% | -4.0% |
| 5Y | +19.4% | -72.6% | +92.0% | +33.0% |
| All | +19.4% | -72.5% | +91.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling