+42,391.0%
MCHP vs MTCH
+14,009.5%
+28,381.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | 0.0% | +1.3% | -1.2% | -0.3% |
| 30D | -6.0% | +15.9% | -21.9% | -9.8% |
| 3M | -19.7% | +23.3% | -43.0% | -24.4% |
| 6M | +14.0% | +40.1% | -26.1% | +3.5% |
| YTD | +18.4% | +33.6% | -15.2% | +8.5% |
| 1Y | +17.1% | +14.1% | +3.0% | +11.8% |
| 3Y | +0.7% | +1.4% | -0.7% | -3.1% |
| 5Y | +5.1% | -73.1% | +78.2% | +36.2% |
| 10Y | +206.3% | +204.8% | +1.5% | +103.3% |
| All | +42,391.0% | +14,009.5% | +28,381.5% | +19,620.2% |
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