-10.5%
MLM vs MTCH
+27.4%
-37.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.1% | +1.6% |
| 7D | +9.1% | -4.4% | +13.5% | +9.8% |
| 30D | +14.6% | -0.3% | +14.9% | +14.5% |
| 3M | +0.3% | -2.0% | +2.3% | +0.3% |
| 6M | -7.5% | +6.4% | -13.9% | -8.6% |
| YTD | -10.2% | +27.3% | -37.6% | -15.2% |
| 1Y | -10.5% | +30.3% | -40.8% | -15.7% |
| All | -10.5% | +27.4% | -37.9% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling