+49.2%
MDY vs MTCH
-0.9%
+50.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | -4.6% | +15.9% | -20.5% | -7.6% |
| 3M | -1.2% | +23.3% | -24.5% | -5.9% |
| 6M | +9.2% | +40.1% | -30.9% | +0.9% |
| YTD | +13.1% | +33.6% | -20.5% | +5.3% |
| 1Y | +13.0% | +14.1% | -1.1% | +8.8% |
| 3Y | +49.2% | +1.4% | +47.8% | +42.4% |
| All | +49.2% | -0.9% | +50.1% | +42.4% |
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