+153.5%
MLM vs MTCH
+168.0%
-14.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -3.8% | -6.6% | +2.7% | -2.7% |
| 30D | +11.0% | -4.4% | +15.4% | +11.8% |
| 3M | -3.1% | +6.0% | -9.1% | -4.3% |
| 6M | -9.8% | +7.4% | -17.2% | -11.4% |
| YTD | -14.4% | +24.5% | -38.8% | -18.4% |
| 1Y | -12.6% | +22.3% | -34.8% | -16.5% |
| 3Y | +19.7% | +42.4% | -22.6% | +8.8% |
| 5Y | +29.8% | -73.6% | +103.3% | +52.9% |
| 10Y | +153.5% | +148.4% | +5.1% | +94.0% |
| All | +153.5% | +168.0% | -14.4% | +94.0% |
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