+37.0%
MDT vs MTCH
+208.0%
-171.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | +0.2% | +15.9% | -15.7% | -1.8% |
| 3M | +14.3% | +23.3% | -9.0% | +10.8% |
| 6M | +4.0% | +40.1% | -36.1% | -1.1% |
| YTD | -3.7% | +33.6% | -37.3% | -8.0% |
| 1Y | -0.4% | +14.1% | -14.4% | -2.8% |
| 3Y | +23.3% | +1.4% | +21.9% | +20.0% |
| 5Y | -18.9% | -73.1% | +54.3% | -7.4% |
| All | +37.0% | +208.0% | -171.0% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling