+136.1%
C vs MTCH
-72.5%
+208.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +2.0% | +13.6% | -11.6% | -0.9% |
| 3M | +4.4% | +22.4% | -18.0% | -0.6% |
| 6M | +28.3% | +37.2% | -8.8% | +18.7% |
| YTD | +20.5% | +31.8% | -11.3% | +12.3% |
| 1Y | +45.5% | +12.9% | +32.6% | +40.2% |
| 3Y | +274.0% | -1.1% | +275.1% | +260.1% |
| 5Y | +136.1% | -73.5% | +209.6% | +161.4% |
| All | +136.1% | -72.5% | +208.7% | +161.4% |
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