+2,302.1%
MULL vs MTCH
+40.2%
+2,261.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.9% |
| 7D | -8.4% | +1.3% | -9.7% | -9.1% |
| 30D | +9.7% | +15.9% | -6.2% | -0.6% |
| 3M | -26.8% | +23.3% | -50.0% | -39.7% |
| 6M | +220.7% | +40.1% | +180.6% | +137.2% |
| YTD | +509.0% | +33.6% | +475.5% | +359.3% |
| 1Y | +1,739.5% | +14.1% | +1,725.4% | +1,527.7% |
| All | +2,302.1% | +40.2% | +2,261.9% | +1,380.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling