+4,329.8%
MCD vs MTCH
+14,599.3%
-10,269.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 3M | +0.6% | +12.2% | -11.6% | -0.5% |
| 6M | 0.0% | +16.6% | -16.6% | -1.5% |
| YTD | -9.3% | +31.8% | -41.1% | -11.8% |
| 1Y | -9.3% | +30.8% | -40.1% | -11.8% |
| 3Y | +8.6% | +49.6% | -41.0% | +3.4% |
| 5Y | +21.9% | -70.3% | +92.2% | +30.5% |
| 10Y | +202.8% | +155.1% | +47.7% | +161.4% |
| All | +4,329.8% | +14,599.3% | -10,269.4% | +3,291.7% |
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