+162.4%
ALL vs MTCH
-70.4%
+232.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +5.0% | +6.7% | -1.6% | +4.5% |
| 30D | +13.3% | -1.8% | +15.1% | +13.4% |
| 3M | +3.2% | +12.2% | -9.0% | +2.2% |
| 6M | +25.3% | +16.6% | +8.7% | +23.6% |
| YTD | +30.5% | +31.8% | -1.4% | +27.1% |
| 1Y | +29.2% | +30.8% | -1.6% | +25.9% |
| 3Y | +119.1% | +49.6% | +69.5% | +108.5% |
| All | +162.4% | -70.4% | +232.8% | +169.1% |
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