+528.5%
C vs MTCH
+14,599.3%
-14,070.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +4.2% | +6.7% | -2.5% | +2.8% |
| 30D | +2.0% | -1.8% | +3.8% | +2.1% |
| 3M | -10.1% | +12.2% | -22.3% | -12.5% |
| 6M | +1.0% | +16.6% | -15.6% | -2.7% |
| YTD | +8.5% | +31.8% | -23.4% | +1.6% |
| 1Y | +25.7% | +30.8% | -5.1% | +18.0% |
| 3Y | +216.0% | +49.6% | +166.4% | +183.4% |
| 5Y | +112.3% | -70.3% | +182.7% | +150.7% |
| 10Y | +217.8% | +155.1% | +62.7% | +121.6% |
| All | +528.5% | +14,599.3% | -14,070.8% | +214.7% |
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 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