+66.9%
DD vs MTCH
+208.0%
-141.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | -11.7% | +15.9% | -27.5% | -14.3% |
| 3M | -9.2% | +23.3% | -32.5% | -13.4% |
| 6M | -7.2% | +40.1% | -47.3% | -13.9% |
| YTD | +6.6% | +33.6% | -27.0% | -0.4% |
| 1Y | +32.0% | +14.1% | +17.9% | +27.3% |
| 3Y | +42.1% | +1.4% | +40.7% | +36.9% |
| 5Y | +58.1% | -73.1% | +131.2% | +82.8% |
| All | +66.9% | +208.0% | -141.2% | +43.8% |
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