+23.4%
MCD vs MTCH
-71.8%
+95.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.0% |
| 7D | -1.9% | +3.5% | -5.5% | -2.2% |
| 30D | +16.6% | +0.3% | +16.3% | +16.5% |
| 3M | +0.9% | +13.7% | -12.7% | -0.2% |
| 6M | +1.5% | +17.6% | -16.1% | -0.1% |
| YTD | -8.3% | +31.8% | -40.2% | -10.8% |
| 1Y | -8.1% | +29.2% | -37.4% | -10.5% |
| 3Y | +10.3% | +46.7% | -36.4% | +5.5% |
| 5Y | +23.4% | -70.9% | +94.3% | +42.9% |
| All | +23.4% | -71.8% | +95.2% | +42.9% |
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