+170.5%
AXON vs MTCH
-72.5%
+243.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.2% |
| 7D | -3.3% | -2.4% | -1.0% | -2.7% |
| 30D | -17.8% | +12.8% | -30.6% | -20.6% |
| 3M | +8.3% | +20.0% | -11.7% | +3.1% |
| 6M | -12.4% | +34.7% | -47.1% | -19.2% |
| YTD | -13.7% | +30.6% | -44.3% | -20.0% |
| 1Y | -33.1% | +10.9% | -44.0% | -35.4% |
| 3Y | +128.2% | -2.0% | +130.3% | +120.8% |
| 5Y | +170.5% | -72.6% | +243.1% | +329.9% |
| All | +170.5% | -72.5% | +243.0% | +329.9% |
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