+1,089.2%
DD vs MTCH
+14,456.1%
-13,366.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -3.8% | -2.4% | -1.4% | -3.4% |
| 30D | -9.2% | +12.8% | -22.0% | -10.9% |
| 3M | -9.0% | +20.0% | -29.0% | -11.7% |
| 6M | -5.0% | +34.7% | -39.7% | -9.5% |
| YTD | +7.4% | +30.6% | -23.2% | +2.6% |
| 1Y | +35.1% | +10.9% | +24.2% | +32.2% |
| 3Y | +43.2% | -2.0% | +45.3% | +40.6% |
| 5Y | +59.6% | -72.6% | +132.3% | +81.8% |
| 10Y | +66.5% | +197.9% | -131.4% | +31.1% |
| All | +1,089.2% | +14,456.1% | -13,366.9% | +634.8% |
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 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