+19.3%
MLM vs MTCH
+38.9%
-19.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -4.1% | -5.7% | +1.6% | -3.2% |
| 30D | +8.2% | -4.5% | +12.6% | +8.9% |
| 3M | -3.6% | +7.1% | -10.7% | -5.0% |
| 6M | -15.6% | +3.8% | -19.3% | -16.5% |
| YTD | -16.4% | +23.6% | -40.0% | -20.1% |
| 1Y | -14.3% | +22.2% | -36.6% | -18.0% |
| 3Y | +19.3% | +43.6% | -24.3% | +10.8% |
| All | +19.3% | +38.9% | -19.6% | +10.8% |
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 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