+145.9%
AR vs MTCH
-72.5%
+218.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | +3.5% | +13.6% | -10.1% | +1.4% |
| 3M | +9.9% | +22.4% | -12.5% | +6.0% |
| 6M | +4.5% | +37.2% | -32.6% | -1.5% |
| YTD | +13.7% | +31.8% | -18.1% | +7.6% |
| 1Y | +19.2% | +12.9% | +6.3% | +15.9% |
| 3Y | +46.2% | -1.1% | +47.3% | +42.4% |
| 5Y | +145.9% | -73.5% | +219.4% | +177.7% |
| All | +145.9% | -72.5% | +218.4% | +177.7% |
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