-24.2%
AR vs MTCH
+199.9%
-224.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +14.8% | +9.7% | +5.1% | +13.2% |
| 3M | +6.2% | +21.1% | -14.8% | +3.0% |
| 6M | +4.3% | +37.5% | -33.2% | -1.0% |
| YTD | +14.4% | +31.9% | -17.6% | +9.0% |
| 1Y | +21.3% | +14.6% | +6.8% | +18.0% |
| 3Y | +39.8% | -6.2% | +46.0% | +37.3% |
| 5Y | +142.1% | -70.6% | +212.7% | +169.5% |
| 10Y | +52.0% | +185.6% | -133.5% | +16.9% |
| All | -24.2% | +199.9% | -224.1% | -36.1% |
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