+594.1%
C vs MTCH
+14,607.1%
-14,013.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +3.6% | +0.7% | +3.0% | +3.5% |
| 30D | +0.1% | +9.7% | -9.7% | -1.9% |
| 3M | +2.4% | +21.1% | -18.6% | -1.8% |
| 6M | +24.9% | +37.5% | -12.6% | +16.5% |
| YTD | +19.8% | +31.9% | -12.1% | +12.5% |
| 1Y | +44.9% | +14.6% | +30.3% | +39.8% |
| 3Y | +263.0% | -6.2% | +269.1% | +256.3% |
| 5Y | +129.5% | -70.6% | +200.1% | +170.9% |
| 10Y | +291.6% | +185.6% | +106.0% | +166.6% |
| All | +594.1% | +14,607.1% | -14,013.0% | +248.5% |
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