+49.1%
D vs MTCH
+142.9%
-93.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.4% | +6.7% | -8.0% | -1.9% |
| 30D | +7.7% | -1.8% | +9.6% | +7.8% |
| 3M | -0.3% | +12.2% | -12.5% | -1.4% |
| 6M | +10.1% | +16.6% | -6.6% | +8.4% |
| YTD | +19.1% | +31.8% | -12.8% | +15.8% |
| 1Y | +15.9% | +30.8% | -14.9% | +12.7% |
| 3Y | +75.0% | +49.6% | +25.4% | +66.6% |
| 5Y | +13.4% | -70.3% | +83.7% | +19.9% |
| All | +49.1% | +142.9% | -93.8% | +35.7% |
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