+251.2%
MNST vs MTCH
+208.0%
+43.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.5% |
| 7D | -1.0% | +1.3% | -2.2% | -1.2% |
| 30D | -5.6% | +15.9% | -21.5% | -7.8% |
| 3M | -5.7% | +23.3% | -29.0% | -9.0% |
| 6M | +12.0% | +40.1% | -28.2% | +5.9% |
| YTD | +13.2% | +33.6% | -20.4% | +7.6% |
| 1Y | +36.1% | +14.1% | +22.0% | +32.3% |
| 3Y | +52.9% | +1.4% | +51.4% | +48.2% |
| 5Y | +81.0% | -73.1% | +154.1% | +112.0% |
| All | +251.2% | +208.0% | +43.2% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling