+23.3%
MDT vs MTCH
-0.9%
+24.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +0.2% | +15.9% | -15.7% | -1.4% |
| 3M | +14.3% | +23.3% | -9.0% | +11.7% |
| 6M | +4.0% | +40.1% | -36.1% | +0.2% |
| YTD | -3.7% | +33.6% | -37.3% | -6.9% |
| 1Y | -0.4% | +14.1% | -14.4% | -2.1% |
| 3Y | +23.3% | +1.4% | +21.9% | +17.5% |
| All | +23.3% | -0.9% | +24.2% | +17.5% |
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 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