+2,033.7%
MMM vs MTCH
+14,607.1%
-12,573.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -7.0% | +9.7% | -16.7% | -7.9% |
| 3M | +10.8% | +21.1% | -10.2% | +8.5% |
| 6M | +5.8% | +37.5% | -31.7% | +2.2% |
| YTD | +6.8% | +31.9% | -25.1% | +3.5% |
| 1Y | +10.4% | +14.6% | -4.2% | +8.5% |
| 3Y | +104.7% | -6.2% | +110.8% | +102.7% |
| 5Y | +23.6% | -70.6% | +94.1% | +33.1% |
| 10Y | +54.1% | +185.6% | -131.5% | +29.0% |
| All | +2,033.7% | +14,607.1% | -12,573.5% | +1,473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling