+199.9%
B vs MTCH
+203.9%
-4.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.6% |
| 7D | -5.0% | -1.4% | -3.6% | -4.9% |
| 30D | +8.7% | +13.6% | -4.9% | +7.3% |
| 3M | +17.3% | +22.4% | -5.1% | +14.6% |
| 6M | -5.0% | +37.2% | -42.2% | -8.5% |
| YTD | +1.4% | +31.8% | -30.3% | -1.9% |
| 1Y | +50.5% | +12.9% | +37.6% | +47.8% |
| 3Y | +194.4% | -1.1% | +195.5% | +188.7% |
| 5Y | +156.7% | -73.5% | +230.2% | +177.5% |
| All | +199.9% | +203.9% | -4.0% | +105.7% |
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 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