+43.5%
MLM vs MTCH
-72.9%
+116.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -6.8% | +9.7% | -16.5% | -8.6% |
| 3M | -11.2% | +21.1% | -32.3% | -14.8% |
| 6M | -21.8% | +37.5% | -59.3% | -27.1% |
| YTD | -17.0% | +31.9% | -48.9% | -22.1% |
| 1Y | -16.4% | +14.6% | -30.9% | -19.3% |
| 3Y | +14.5% | -6.2% | +20.6% | +12.7% |
| All | +43.5% | -72.9% | +116.4% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling