+46,318.2%
MU vs MTCH
+14,607.1%
+31,711.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.5% |
| 7D | +9.0% | +0.7% | +8.3% | +8.7% |
| 30D | +13.8% | +9.7% | +4.1% | +10.7% |
| 3M | +2.1% | +21.1% | -19.0% | -4.1% |
| 6M | +153.8% | +37.5% | +116.3% | +130.0% |
| YTD | +256.4% | +31.9% | +224.5% | +224.7% |
| 1Y | +719.8% | +14.6% | +705.2% | +677.0% |
| 3Y | +1,360.4% | -6.2% | +1,366.5% | +1,314.6% |
| 5Y | +1,312.4% | -70.6% | +1,383.0% | +1,697.3% |
| 10Y | +6,142.6% | +185.6% | +5,957.0% | +3,895.2% |
| All | +46,318.2% | +14,607.1% | +31,711.0% | +20,445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling