+46.5%
F vs MTCH
-73.0%
+119.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.7% |
| 7D | +1.2% | -1.8% | +3.0% | +1.7% |
| 30D | +1.2% | +10.4% | -9.2% | -1.8% |
| 3M | -5.7% | +21.0% | -26.7% | -11.4% |
| 6M | +17.9% | +36.6% | -18.7% | +6.5% |
| YTD | +10.4% | +29.7% | -19.3% | +0.9% |
| 1Y | +25.3% | +8.6% | +16.7% | +20.7% |
| 3Y | +37.5% | -2.7% | +40.2% | +32.2% |
| 5Y | +46.5% | -72.9% | +119.4% | +98.8% |
| All | +46.5% | -73.0% | +119.5% | +98.8% |
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 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