+68.5%
COST vs MTCH
-0.9%
+69.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.2% |
| 30D | -4.7% | +15.9% | -20.6% | -5.2% |
| 3M | -7.1% | +23.3% | -30.4% | -7.8% |
| 6M | -8.5% | +40.1% | -48.7% | -9.7% |
| YTD | +5.4% | +33.6% | -28.2% | +4.2% |
| 1Y | -5.6% | +14.1% | -19.7% | -6.1% |
| 3Y | +68.5% | +1.4% | +67.1% | +59.3% |
| All | +68.5% | -0.9% | +69.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling