+1,171.8%
MPC vs MTCH
+142.9%
+1,028.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +11.2% | +6.7% | +4.6% | +10.1% |
| 30D | -14.5% | -1.8% | -12.7% | -14.4% |
| 3M | +16.7% | +12.2% | +4.4% | +14.2% |
| 6M | +67.6% | +16.6% | +50.9% | +62.5% |
| YTD | +157.9% | +31.8% | +126.1% | +143.7% |
| 1Y | +116.7% | +30.8% | +85.8% | +104.9% |
| 3Y | +199.8% | +49.6% | +150.1% | +170.5% |
| 5Y | +604.4% | -70.3% | +674.8% | +724.7% |
| All | +1,171.8% | +142.9% | +1,028.9% | +924.6% |
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 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