+73.9%
MUB vs MTCH
+550.3%
-476.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -1.5% | +10.4% | -12.0% | -1.7% |
| 3M | -1.9% | +21.0% | -22.9% | -2.2% |
| 6M | -1.7% | +36.6% | -38.3% | -2.2% |
| YTD | -0.8% | +29.7% | -30.5% | -1.2% |
| 1Y | +1.5% | +8.6% | -7.1% | +1.3% |
| 3Y | +8.8% | -2.7% | +11.5% | +8.5% |
| 5Y | +2.0% | -72.9% | +74.9% | +3.0% |
| 10Y | +18.0% | +185.0% | -167.0% | +16.9% |
| All | +73.9% | +550.3% | -476.4% | +66.3% |
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 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