+58.5%
D vs MTCH
-3.1%
+61.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -0.4% | -2.4% | +1.9% | -0.2% |
| 30D | -2.1% | +12.8% | -14.9% | -3.3% |
| 3M | -0.7% | +20.0% | -20.7% | -2.8% |
| 6M | +5.6% | +34.7% | -29.1% | +1.7% |
| YTD | +14.6% | +30.6% | -16.0% | +10.6% |
| 1Y | +15.3% | +10.9% | +4.4% | +13.8% |
| All | +58.5% | -3.1% | +61.7% | +69.7% |
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 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