+8,782.6%
FDS vs MTCH
+2,124.6%
+6,658.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | +9.0% | +9.7% | -0.7% | +6.7% |
| 3M | +18.9% | +21.1% | -2.2% | +13.7% |
| 6M | +35.1% | +37.5% | -2.4% | +25.6% |
| YTD | +5.5% | +31.9% | -26.4% | -1.1% |
| 1Y | -16.8% | +14.6% | -31.4% | -19.7% |
| 3Y | -28.1% | -6.2% | -21.9% | -29.7% |
| 5Y | -17.4% | -70.6% | +53.2% | -0.6% |
| 10Y | +85.4% | +185.6% | -100.1% | +14.7% |
| All | +8,782.6% | +2,124.6% | +6,658.0% | +3,434.9% |
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