-95.9%
FCUV vs MTCH
+144.3%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | -72.0% | -1.4% | -70.5% | -71.9% |
| 30D | -8.0% | +13.6% | -21.6% | -8.3% |
| 3M | +66.3% | +22.4% | +43.9% | +65.1% |
| 6M | -75.3% | +37.2% | -112.5% | -75.6% |
| YTD | -83.0% | +31.8% | -114.8% | -83.1% |
| 1Y | -94.7% | +12.9% | -107.6% | -94.7% |
| 3Y | -99.3% | -1.1% | -98.1% | -99.3% |
| 5Y | -99.9% | -73.5% | -26.4% | -99.9% |
| 10Y | -98.6% | +200.7% | -299.3% | -97.0% |
| All | -95.9% | +144.3% | -240.2% | -88.5% |
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