+46.0%
F vs MTCH
+47.1%
-1.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | +6.7% | -9.8% | -4.8% |
| 30D | 0.0% | -1.8% | +1.9% | +0.2% |
| 3M | -13.2% | +12.2% | -25.4% | -16.3% |
| 6M | -10.2% | +16.6% | -26.8% | -14.7% |
| YTD | -4.9% | +31.8% | -36.8% | -13.3% |
| 1Y | -6.1% | +30.8% | -36.9% | -14.2% |
| 3Y | +46.0% | +49.6% | -3.7% | +16.4% |
| All | +46.0% | +47.1% | -1.1% | +16.4% |
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