+339.0%
MCK vs MTCH
-73.3%
+412.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -2.9% | +1.3% | -4.2% | -2.9% |
| 30D | +0.4% | +15.9% | -15.5% | +0.6% |
| 3M | +12.1% | +23.3% | -11.2% | +12.3% |
| 6M | -5.4% | +40.1% | -45.6% | -5.2% |
| YTD | +7.8% | +33.6% | -25.8% | +8.0% |
| 1Y | +22.9% | +14.1% | +8.9% | +23.1% |
| 3Y | +110.7% | +1.4% | +109.3% | +111.7% |
| All | +339.0% | -73.3% | +412.3% | +359.5% |
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