+1,440.5%
FANG vs MTCH
+204.2%
+1,236.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +2.6% | +15.9% | -13.3% | -0.4% |
| 3M | +7.6% | +23.3% | -15.7% | +2.7% |
| 6M | +17.3% | +40.1% | -22.8% | +8.6% |
| YTD | +38.7% | +33.6% | +5.1% | +29.2% |
| 1Y | +51.6% | +14.1% | +37.6% | +45.8% |
| 3Y | +50.0% | +1.4% | +48.5% | +43.6% |
| 5Y | +237.6% | -73.1% | +310.7% | +311.9% |
| 10Y | +180.7% | +204.8% | -24.1% | +83.0% |
| All | +1,440.5% | +204.2% | +1,236.4% | +856.8% |
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