+97.9%
MMM vs MTCH
-3.1%
+101.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -2.6% | -2.4% | -0.2% | -2.1% |
| 30D | -9.3% | +12.8% | -22.1% | -11.5% |
| 3M | +5.6% | +20.0% | -14.4% | +1.4% |
| 6M | +9.5% | +34.7% | -25.3% | +2.2% |
| YTD | +4.1% | +30.6% | -26.4% | -2.4% |
| 1Y | +9.4% | +10.9% | -1.6% | +6.0% |
| All | +97.9% | -3.1% | +101.0% | +95.5% |
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