-46.7%
COMP vs MTCH
-69.3%
+22.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.2% |
| 7D | +4.1% | -1.8% | +5.9% | +5.4% |
| 30D | -14.5% | +10.4% | -25.0% | -20.3% |
| 3M | +41.8% | +21.0% | +20.8% | +23.2% |
| 6M | +23.6% | +36.6% | -13.1% | -0.9% |
| YTD | +1.7% | +29.7% | -28.0% | -15.6% |
| 1Y | +12.6% | +8.6% | +4.0% | +5.6% |
| 3Y | +221.9% | -2.7% | +224.6% | +203.1% |
| 5Y | -28.1% | -72.9% | +44.8% | +23.3% |
| All | -46.7% | -69.3% | +22.6% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling