+443.0%
MP vs MTCH
-55.2%
+498.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -0.7% | -2.4% | +1.6% | +0.2% |
| 30D | -0.7% | +12.8% | -13.5% | -5.5% |
| 3M | 0.0% | +20.0% | -20.0% | -8.2% |
| 6M | -10.0% | +34.7% | -44.7% | -21.4% |
| YTD | +7.5% | +30.6% | -23.1% | -5.9% |
| 1Y | -14.0% | +10.9% | -25.0% | -19.5% |
| 3Y | +153.5% | -2.0% | +155.5% | +140.0% |
| 5Y | +62.7% | -72.6% | +135.4% | +133.1% |
| All | +443.0% | -55.2% | +498.2% | +691.3% |
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