+105.5%
B vs MTCH
-70.4%
+175.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.3% | +6.7% | -14.0% | -8.1% |
| 30D | -3.3% | -1.8% | -1.5% | -3.2% |
| 3M | -7.8% | +12.2% | -20.0% | -9.1% |
| 6M | -15.5% | +16.6% | -32.2% | -17.4% |
| YTD | -12.3% | +31.8% | -44.1% | -15.7% |
| 1Y | +5.4% | +30.8% | -25.5% | +1.3% |
| 3Y | +165.5% | +49.6% | +115.9% | +146.8% |
| All | +105.5% | -70.4% | +175.9% | +123.2% |
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