+5,744.5%
MU vs MTCH
+203.9%
+5,540.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | +12.5% | +13.6% | -1.1% | +7.9% |
| 3M | +9.6% | +22.4% | -12.8% | +1.6% |
| 6M | +142.6% | +37.2% | +105.4% | +116.6% |
| YTD | +242.7% | +31.8% | +210.9% | +207.9% |
| 1Y | +599.3% | +12.9% | +586.4% | +560.5% |
| 3Y | +1,308.3% | -1.1% | +1,309.4% | +1,233.7% |
| 5Y | +1,263.7% | -73.5% | +1,337.2% | +1,772.5% |
| All | +5,744.5% | +203.9% | +5,540.6% | +3,553.0% |
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