+138.8%
MLM vs MTCH
+142.9%
-4.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.9% | +6.7% | -7.5% | -2.1% |
| 30D | +9.0% | -1.8% | +10.8% | +9.2% |
| 3M | -5.6% | +12.2% | -17.8% | -7.8% |
| 6M | -10.7% | +16.6% | -27.3% | -13.6% |
| YTD | -17.2% | +31.8% | -49.0% | -22.0% |
| 1Y | -14.2% | +30.8% | -45.1% | -19.1% |
| 3Y | +15.6% | +49.6% | -34.0% | +4.1% |
| 5Y | +26.2% | -70.3% | +96.6% | +45.9% |
| All | +138.8% | +142.9% | -4.1% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling