+311.9%
MULL vs MTCH
+37.8%
+274.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.5% |
| 7D | +14.8% | -2.4% | +17.2% | +14.2% |
| 30D | +36.6% | +12.8% | +23.8% | +38.7% |
| 3M | -8.9% | +20.0% | -28.8% | -11.8% |
| 6M | +311.9% | +34.7% | +277.2% | +257.8% |
| All | +311.9% | +37.8% | +274.2% | +257.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling