-47.0%
COMP vs MTCH
-69.1%
+22.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -1.1% |
| 7D | +0.8% | -2.4% | +3.2% | +2.5% |
| 30D | -13.9% | +12.8% | -26.7% | -20.8% |
| 3M | +30.7% | +20.0% | +10.8% | +14.1% |
| 6M | +18.7% | +34.7% | -16.1% | -3.9% |
| YTD | +1.0% | +30.6% | -29.5% | -16.5% |
| 1Y | +15.1% | +10.9% | +4.1% | +6.4% |
| 3Y | +219.8% | -2.0% | +221.8% | +199.7% |
| 5Y | -28.7% | -72.6% | +44.0% | +21.8% |
| All | -47.0% | -69.1% | +22.1% | -11.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling