+158.5%
MP vs MTCH
-3.6%
+162.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | +3.0% | -1.8% | +4.8% | +3.7% |
| 30D | +8.3% | +10.4% | -2.1% | +4.4% |
| 3M | -3.8% | +21.0% | -24.8% | -11.4% |
| 6M | -4.9% | +36.6% | -41.5% | -16.6% |
| YTD | +9.6% | +29.7% | -20.1% | -2.7% |
| 1Y | -11.7% | +8.6% | -20.3% | -15.3% |
| 3Y | +158.5% | -2.7% | +161.2% | +162.5% |
| All | +158.5% | -3.6% | +162.1% | +162.5% |
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