-16.3%
A vs MTCH
-72.5%
+56.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -4.6% | -1.4% | -3.1% | -4.3% |
| 30D | -4.3% | +13.6% | -17.9% | -7.1% |
| 3M | +8.9% | +22.4% | -13.5% | +3.5% |
| 6M | +24.5% | +37.2% | -12.7% | +15.0% |
| YTD | +5.8% | +31.8% | -26.0% | -1.6% |
| 1Y | +16.2% | +12.9% | +3.3% | +11.8% |
| 3Y | +28.5% | -1.1% | +29.6% | +23.6% |
| 5Y | -16.3% | -73.5% | +57.2% | -2.1% |
| All | -16.3% | -72.5% | +56.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling