+1,925.8%
MRVL vs MTCH
+208.0%
+1,717.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.7% | +3.6% |
| 7D | +5.6% | +1.3% | +4.3% | +5.1% |
| 30D | +8.8% | +15.9% | -7.1% | +3.0% |
| 3M | -15.9% | +23.3% | -39.1% | -22.7% |
| 6M | +161.3% | +40.1% | +121.1% | +128.2% |
| YTD | +178.2% | +33.6% | +144.6% | +146.1% |
| 1Y | +255.3% | +14.1% | +241.2% | +232.1% |
| 3Y | +323.1% | +1.4% | +321.7% | +295.1% |
| 5Y | +293.2% | -73.1% | +366.3% | +443.2% |
| All | +1,925.8% | +208.0% | +1,717.8% | +1,398.7% |
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