-18.2%
MDT vs MTCH
-73.3%
+55.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +14.3% | +23.3% | -9.0% | +11.2% |
| 6M | +4.0% | +40.1% | -36.1% | -0.6% |
| YTD | -3.7% | +33.6% | -37.3% | -7.5% |
| 1Y | -0.4% | +14.1% | -14.4% | -2.5% |
| 3Y | +23.3% | +1.4% | +21.9% | +20.4% |
| All | -18.2% | -73.3% | +55.1% | -8.3% |
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