+26.1%
MMM vs MTCH
-72.5%
+98.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | -9.3% | +12.8% | -22.1% | -11.2% |
| 3M | +5.6% | +20.0% | -14.4% | +2.0% |
| 6M | +9.5% | +34.7% | -25.3% | +3.3% |
| YTD | +4.1% | +30.6% | -26.4% | -1.4% |
| 1Y | +9.4% | +10.9% | -1.6% | +6.5% |
| 3Y | +101.0% | -2.0% | +103.0% | +94.8% |
| 5Y | +26.1% | -72.6% | +98.8% | +32.8% |
| All | +26.1% | -72.5% | +98.7% | +32.8% |
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