-44.8%
COMP vs MTCH
-68.8%
+23.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.5% |
| 7D | +1.4% | +0.7% | +0.7% | +0.8% |
| 30D | -13.3% | +9.7% | -23.1% | -18.9% |
| 3M | +41.1% | +21.1% | +20.0% | +22.5% |
| 6M | +17.2% | +37.5% | -20.3% | -6.4% |
| YTD | +5.2% | +31.9% | -26.7% | -13.7% |
| 1Y | +18.9% | +14.6% | +4.4% | +7.6% |
| 3Y | +215.9% | -6.2% | +222.1% | +206.4% |
| 5Y | -31.2% | -70.6% | +39.4% | +15.4% |
| All | -44.8% | -68.8% | +23.9% | -8.0% |
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 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