+476.0%
A vs MTCH
+627.3%
-151.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | +6.9% | +9.7% | -2.8% | +3.6% |
| 3M | +9.2% | +21.1% | -11.8% | +2.2% |
| 6M | +25.7% | +37.5% | -11.8% | +12.6% |
| YTD | +11.5% | +31.9% | -20.4% | +0.9% |
| 1Y | +18.4% | +14.6% | +3.8% | +11.5% |
| 3Y | +26.6% | -6.2% | +32.8% | +21.8% |
| 5Y | -12.8% | -70.6% | +57.8% | +14.0% |
| 10Y | +247.2% | +185.6% | +61.6% | +61.1% |
| All | +476.0% | +627.3% | -151.3% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling