+3.9%
D vs MTCH
-72.5%
+76.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -0.4% | -2.4% | +1.9% | -0.3% |
| 30D | -2.1% | +12.8% | -14.9% | -3.0% |
| 3M | -0.7% | +20.0% | -20.7% | -2.3% |
| 6M | +5.6% | +34.7% | -29.1% | +2.8% |
| YTD | +14.6% | +30.6% | -16.0% | +11.8% |
| 1Y | +15.3% | +10.9% | +4.4% | +14.0% |
| 3Y | +59.1% | -2.0% | +61.2% | +55.9% |
| 5Y | +3.9% | -72.6% | +76.6% | +5.0% |
| All | +3.9% | -72.5% | +76.5% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling