+53.1%
MNST vs MTCH
-3.6%
+56.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -4.1% | -1.8% | -2.3% | -3.9% |
| 30D | -4.5% | +10.4% | -14.9% | -5.5% |
| 3M | -2.5% | +21.0% | -23.5% | -4.6% |
| 6M | +14.1% | +36.6% | -22.5% | +10.5% |
| YTD | +12.6% | +29.7% | -17.1% | +9.4% |
| 1Y | +36.9% | +8.6% | +28.3% | +35.4% |
| 3Y | +53.1% | -2.7% | +55.8% | +54.5% |
| All | +53.1% | -3.6% | +56.7% | +54.5% |
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