+38.4%
AR vs MTCH
+208.0%
-169.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +2.5% | +15.9% | -13.3% | +0.4% |
| 3M | +12.3% | +23.3% | -11.0% | +8.7% |
| 6M | -3.1% | +40.1% | -43.3% | -8.2% |
| YTD | +11.5% | +33.6% | -22.1% | +6.2% |
| 1Y | +17.0% | +14.1% | +2.9% | +13.9% |
| 3Y | +47.3% | +1.4% | +45.9% | +43.0% |
| 5Y | +141.2% | -73.1% | +214.4% | +169.6% |
| All | +38.4% | +208.0% | -169.6% | +17.4% |
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