-9.1%
MDB vs MTCH
-3.1%
-6.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -4.5% | -2.4% | -2.2% | -3.7% |
| 30D | -14.0% | +12.8% | -26.8% | -18.1% |
| 3M | +5.3% | +20.0% | -14.6% | -1.9% |
| 6M | +31.9% | +34.7% | -2.8% | +17.7% |
| YTD | -14.6% | +30.6% | -45.2% | -22.8% |
| 1Y | +8.2% | +10.9% | -2.7% | +2.4% |
| All | -9.1% | -3.1% | -6.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling