+4,064.7%
MCD vs MTCH
+14,607.1%
-10,542.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -6.0% | +9.7% | -15.7% | -6.8% |
| 3M | -5.6% | +21.1% | -26.6% | -7.3% |
| 6M | -21.9% | +37.5% | -59.3% | -24.2% |
| YTD | -14.7% | +31.9% | -46.6% | -17.0% |
| 1Y | -17.3% | +14.6% | -31.8% | -18.6% |
| 3Y | -2.2% | -6.2% | +4.0% | -3.2% |
| 5Y | +20.3% | -70.6% | +90.9% | +28.7% |
| 10Y | +180.7% | +185.6% | -4.9% | +140.0% |
| All | +4,064.7% | +14,607.1% | -10,542.5% | +3,091.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling