+1,473.2%
D vs MTCH
+14,607.1%
-13,134.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | -2.6% | +9.7% | -12.3% | -3.2% |
| 3M | 0.0% | +21.1% | -21.1% | -1.3% |
| 6M | +7.4% | +37.5% | -30.1% | +5.0% |
| YTD | +15.9% | +31.9% | -16.1% | +13.5% |
| 1Y | +18.1% | +14.6% | +3.6% | +16.7% |
| 3Y | +58.4% | -6.2% | +64.5% | +57.1% |
| 5Y | +5.2% | -70.6% | +75.8% | +10.0% |
| 10Y | +35.9% | +185.6% | -149.7% | +21.2% |
| All | +1,473.2% | +14,607.1% | -13,134.0% | +1,172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling