+43.4%
MMM vs MTCH
-70.4%
+113.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | +6.7% | -7.0% | -1.6% |
| 30D | +12.1% | -1.8% | +14.0% | +12.4% |
| 3M | +1.4% | +12.2% | -10.8% | -0.9% |
| 6M | +26.6% | +16.6% | +10.0% | +22.5% |
| YTD | +16.8% | +31.8% | -15.0% | +10.1% |
| 1Y | +10.1% | +30.8% | -20.7% | +3.8% |
| 3Y | +158.4% | +49.6% | +108.8% | +133.6% |
| All | +43.4% | -70.4% | +113.8% | +57.5% |
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 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