+287.6%
MP vs MTCH
-54.8%
+342.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +9.5% | +6.7% | +2.8% | +6.7% |
| 30D | -3.0% | -1.8% | -1.2% | -2.8% |
| 3M | -30.4% | +12.2% | -42.6% | -34.1% |
| 6M | -39.2% | +16.6% | -55.8% | -44.0% |
| YTD | -23.3% | +31.8% | -55.1% | -33.6% |
| 1Y | -32.6% | +30.8% | -63.5% | -41.5% |
| 3Y | +159.3% | +49.6% | +109.6% | +104.8% |
| 5Y | -16.4% | -70.3% | +53.9% | +16.6% |
| All | +287.6% | -54.8% | +342.4% | +458.4% |
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