-46.5%
COMP vs MTCH
-70.5%
+24.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.2% |
| 7D | +14.5% | -6.6% | +21.1% | +19.8% |
| 30D | +14.9% | -4.4% | +19.3% | +18.4% |
| 3M | -14.2% | +6.0% | -20.2% | -17.8% |
| 6M | +23.7% | +7.4% | +16.3% | +16.6% |
| YTD | +2.1% | +24.5% | -22.4% | -12.9% |
| 1Y | +26.2% | +22.3% | +3.9% | +8.8% |
| 3Y | +470.9% | +42.4% | +428.5% | +308.0% |
| 5Y | -14.0% | -73.6% | +59.5% | +51.8% |
| All | -46.5% | -70.5% | +24.1% | -7.2% |
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