+468.8%
F vs MTCH
+14,607.1%
-14,138.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +5.3% | +0.7% | +4.7% | +5.2% |
| 30D | +4.6% | +9.7% | -5.1% | +2.9% |
| 3M | -3.7% | +21.1% | -24.7% | -7.0% |
| 6M | +16.8% | +37.5% | -20.7% | +10.2% |
| YTD | +15.3% | +31.9% | -16.6% | +9.4% |
| 1Y | +31.0% | +14.6% | +16.5% | +27.2% |
| 3Y | +45.4% | -6.2% | +51.6% | +43.4% |
| 5Y | +54.7% | -70.6% | +125.2% | +78.9% |
| 10Y | +98.2% | +185.6% | -87.4% | +52.2% |
| All | +468.8% | +14,607.1% | -14,138.3% | +270.6% |
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