+475.1%
MULL vs MTCH
+27.4%
+447.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.4% | -18.2% | -13.2% |
| 7D | -35.9% | -4.4% | -31.5% | -35.8% |
| 30D | -47.3% | -0.3% | -47.0% | -47.2% |
| 3M | -30.6% | -2.0% | -28.6% | -30.2% |
| 6M | +13.7% | +6.4% | +7.3% | +12.7% |
| YTD | +272.1% | +27.3% | +244.8% | +258.7% |
| 1Y | +475.1% | +30.3% | +444.7% | +409.5% |
| All | +475.1% | +27.4% | +447.6% | +409.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling