+3.0%
MCHP vs MTCH
-73.3%
+76.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | 0.0% | +1.3% | -1.2% | -0.4% |
| 30D | -6.0% | +15.9% | -21.9% | -11.2% |
| 3M | -19.7% | +23.3% | -43.0% | -26.2% |
| 6M | +14.0% | +40.1% | -26.1% | -0.7% |
| YTD | +18.4% | +33.6% | -15.2% | +4.5% |
| 1Y | +17.1% | +14.1% | +3.0% | +9.5% |
| 3Y | +0.7% | +1.4% | -0.7% | -5.7% |
| All | +3.0% | -73.3% | +76.3% | +52.7% |
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 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