-25.3%
MDB vs MTCH
-73.3%
+48.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.9% |
| 7D | -1.8% | +1.3% | -3.0% | -2.5% |
| 30D | -17.3% | +15.9% | -33.2% | -24.9% |
| 3M | +2.2% | +23.3% | -21.1% | -10.8% |
| 6M | +33.9% | +40.1% | -6.3% | +7.6% |
| YTD | -13.7% | +33.6% | -47.3% | -28.4% |
| 1Y | +9.1% | +14.1% | -5.0% | -1.0% |
| 3Y | -8.1% | +1.4% | -9.6% | -17.1% |
| All | -25.3% | -73.3% | +48.0% | +68.0% |
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