+6,923.6%
MCK vs MTCH
+6,282.9%
+640.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.9% | +1.3% | -4.2% | -3.0% |
| 30D | +0.4% | +15.9% | -15.5% | -1.0% |
| 3M | +12.1% | +23.3% | -11.2% | +9.6% |
| 6M | -5.4% | +40.1% | -45.6% | -8.9% |
| YTD | +7.8% | +33.6% | -25.8% | +4.2% |
| 1Y | +22.9% | +14.1% | +8.9% | +20.6% |
| 3Y | +110.7% | +1.4% | +109.3% | +105.5% |
| 5Y | +346.2% | -73.1% | +419.3% | +390.6% |
| 10Y | +440.1% | +204.8% | +235.4% | +322.8% |
| All | +6,923.6% | +6,282.9% | +640.7% | +4,249.7% |
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