+445.3%
MP vs MTCH
-54.8%
+500.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | -2.9% | +0.7% | -3.5% | -3.2% |
| 30D | +13.8% | +9.7% | +4.1% | +9.5% |
| 3M | -16.7% | +21.1% | -37.8% | -23.7% |
| 6M | -11.5% | +37.5% | -49.0% | -23.4% |
| YTD | +7.9% | +31.9% | -24.0% | -5.9% |
| 1Y | -15.0% | +14.6% | -29.6% | -21.5% |
| 3Y | +153.5% | -6.2% | +159.7% | +144.4% |
| 5Y | +58.7% | -70.6% | +129.2% | +122.8% |
| All | +445.3% | -54.8% | +500.1% | +691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling