+206.2%
MLM vs MTCH
+182.3%
+23.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -6.5% | +10.4% | -17.0% | -8.3% |
| 3M | -7.4% | +21.0% | -28.4% | -10.9% |
| 6M | -15.8% | +36.6% | -52.4% | -21.0% |
| YTD | -17.4% | +29.7% | -47.1% | -21.8% |
| 1Y | -17.9% | +8.6% | -26.5% | -19.8% |
| 3Y | +18.9% | -2.7% | +21.6% | +15.6% |
| 5Y | +43.4% | -72.9% | +116.4% | +68.5% |
| 10Y | +206.2% | +185.0% | +21.2% | +105.7% |
| All | +206.2% | +182.3% | +23.9% | +105.7% |
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 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