+529.5%
C vs MTCH
+14,599.3%
-14,069.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.7% |
| 7D | -0.4% | +3.5% | -4.0% | -1.1% |
| 30D | -5.3% | +0.3% | -5.6% | -5.6% |
| 3M | -8.0% | +13.7% | -21.7% | -10.7% |
| 6M | -0.3% | +17.6% | -17.8% | -4.1% |
| YTD | +8.6% | +31.8% | -23.2% | +1.8% |
| 1Y | +25.8% | +29.2% | -3.4% | +18.3% |
| 3Y | +221.2% | +46.7% | +174.5% | +189.1% |
| 5Y | +113.6% | -70.9% | +184.5% | +153.1% |
| 10Y | +218.3% | +155.1% | +63.3% | +122.0% |
| All | +529.5% | +14,599.3% | -14,069.8% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling