+210.4%
MGY vs MTCH
+165.8%
+44.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +3.5% | +1.3% | +2.3% | +3.3% |
| 30D | +5.3% | +15.9% | -10.6% | +2.7% |
| 3M | +2.6% | +23.3% | -20.6% | -1.3% |
| 6M | -3.3% | +40.1% | -43.4% | -9.4% |
| YTD | +29.2% | +33.6% | -4.4% | +21.8% |
| 1Y | +18.0% | +14.1% | +4.0% | +14.3% |
| 3Y | +30.0% | +1.4% | +28.6% | +25.5% |
| 5Y | +92.7% | -73.1% | +165.8% | +119.6% |
| All | +210.4% | +165.8% | +44.6% | +206.7% |
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 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