+45.4%
MRK vs MTCH
-0.9%
+46.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -4.3% | +1.3% | -5.5% | -4.3% |
| 30D | +8.3% | +15.9% | -7.6% | +7.8% |
| 3M | +20.0% | +23.3% | -3.2% | +19.2% |
| 6M | +25.7% | +40.1% | -14.5% | +24.4% |
| YTD | +38.7% | +33.6% | +5.2% | +37.4% |
| 1Y | +74.7% | +14.1% | +60.6% | +73.8% |
| 3Y | +45.4% | +1.4% | +43.9% | +45.3% |
| All | +45.4% | -0.9% | +46.3% | +45.3% |
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 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