+184.8%
MPC vs MTCH
+45.9%
+138.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -8.8% | +3.7% | -12.6% | -9.2% |
| 30D | -14.4% | -2.8% | -11.6% | -14.2% |
| 3M | +21.9% | +9.3% | +12.7% | +20.9% |
| 6M | +60.1% | +9.2% | +50.9% | +58.6% |
| YTD | +142.3% | +26.5% | +115.8% | +135.2% |
| 1Y | +101.7% | +22.6% | +79.1% | +96.6% |
| 3Y | +184.8% | +40.8% | +144.0% | +153.1% |
| All | +184.8% | +45.9% | +138.9% | +153.1% |
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