+158.8%
B vs MTCH
-72.5%
+231.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.0% | -2.4% | +3.4% | +1.3% |
| 30D | +9.5% | +12.8% | -3.3% | +8.0% |
| 3M | +14.3% | +20.0% | -5.6% | +11.7% |
| 6M | -1.9% | +34.7% | -36.6% | -5.6% |
| YTD | +4.1% | +30.6% | -26.5% | +0.3% |
| 1Y | +56.1% | +10.9% | +45.2% | +53.2% |
| 3Y | +202.0% | -2.0% | +204.0% | +196.0% |
| 5Y | +158.8% | -72.6% | +231.4% | +166.8% |
| All | +158.8% | -72.5% | +231.3% | +166.8% |
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