+247.4%
A vs MTCH
+208.0%
+39.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | -0.9% | +15.9% | -16.8% | -3.9% |
| 3M | +13.6% | +23.3% | -9.6% | +8.4% |
| 6M | +27.8% | +40.1% | -12.3% | +18.5% |
| YTD | +8.6% | +33.6% | -25.0% | +1.5% |
| 1Y | +16.9% | +14.1% | +2.8% | +12.6% |
| 3Y | +32.9% | +1.4% | +31.5% | +27.8% |
| 5Y | -14.1% | -73.1% | +59.0% | +2.7% |
| All | +247.4% | +208.0% | +39.4% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling