+2,730.9%
MDT vs MTCH
+14,593.1%
-11,862.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +1.0% | +13.6% | -12.6% | -0.4% |
| 3M | +15.2% | +22.4% | -7.2% | +12.5% |
| 6M | +3.7% | +37.2% | -33.5% | -0.2% |
| YTD | -3.0% | +31.8% | -34.8% | -6.3% |
| 1Y | +2.5% | +12.9% | -10.4% | +0.6% |
| 3Y | +26.5% | -1.1% | +27.6% | +24.0% |
| 5Y | -18.3% | -73.5% | +55.2% | -9.7% |
| 10Y | +40.2% | +200.7% | -160.5% | +14.7% |
| All | +2,730.9% | +14,593.1% | -11,862.2% | +1,457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling