-32.1%
MKC vs MTCH
-0.9%
-31.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.3% |
| 7D | -1.5% | +1.3% | -2.7% | -1.6% |
| 30D | -3.1% | +15.9% | -19.0% | -4.2% |
| 3M | +5.2% | +23.3% | -18.1% | +3.4% |
| 6M | -12.8% | +40.1% | -53.0% | -15.1% |
| YTD | -23.3% | +33.6% | -56.9% | -25.1% |
| 1Y | -24.1% | +14.1% | -38.2% | -25.0% |
| 3Y | -32.1% | +1.4% | -33.5% | -34.7% |
| All | -32.1% | -0.9% | -31.2% | -34.7% |
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 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