-32.1%
FDS vs MTCH
-3.1%
-28.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -8.8% | -2.4% | -6.4% | -8.3% |
| 30D | -1.4% | +12.8% | -14.2% | -3.7% |
| 3M | +13.9% | +20.0% | -6.1% | +9.9% |
| 6M | +27.4% | +34.7% | -7.3% | +20.4% |
| YTD | -2.5% | +30.6% | -33.0% | -7.4% |
| 1Y | -23.8% | +10.9% | -34.7% | -26.4% |
| All | -32.1% | -3.1% | -28.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling