-13.3%
F vs MTCH
-73.0%
+59.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.2% |
| 7D | +1.0% | +3.7% | -2.8% | -0.1% |
| 30D | +2.1% | -2.8% | +4.9% | +2.7% |
| 3M | -10.3% | +9.3% | -19.5% | -13.1% |
| 6M | +3.3% | +9.2% | -5.9% | -0.4% |
| YTD | -2.0% | +26.5% | -28.5% | -10.2% |
| 1Y | -2.3% | +22.6% | -24.9% | -9.7% |
| 3Y | +49.9% | +40.8% | +9.1% | +28.1% |
| All | -13.3% | -73.0% | +59.7% | +21.0% |
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