+35.5%
D vs MTCH
+203.9%
-168.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -3.5% | +13.6% | -17.2% | -4.6% |
| 3M | -1.6% | +22.4% | -24.0% | -3.4% |
| 6M | +5.8% | +37.2% | -31.4% | +2.8% |
| YTD | +14.5% | +31.8% | -17.3% | +11.4% |
| 1Y | +14.2% | +12.9% | +1.3% | +12.5% |
| 3Y | +59.0% | -1.1% | +60.1% | +56.4% |
| 5Y | +5.4% | -73.5% | +78.9% | +12.6% |
| All | +35.5% | +203.9% | -168.4% | +16.4% |
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