+23.0%
FFIV vs MTCH
+14.2%
+8.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +3.0% |
| 7D | +5.4% | +1.3% | +4.2% | +5.1% |
| 30D | -2.7% | +15.9% | -18.5% | -6.6% |
| 3M | +4.5% | +23.3% | -18.7% | -2.6% |
| 6M | +42.2% | +40.1% | +2.1% | +23.9% |
| YTD | +61.3% | +33.6% | +27.7% | +42.6% |
| 1Y | +23.0% | +14.1% | +9.0% | +8.7% |
| All | +23.0% | +14.2% | +8.9% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling