+96.3%
FFIV vs MTCH
-72.5%
+168.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | +1.6% | -1.4% | +3.1% | +2.0% |
| 30D | -3.7% | +13.6% | -17.4% | -7.0% |
| 3M | +2.0% | +22.4% | -20.4% | -3.6% |
| 6M | +39.3% | +37.2% | +2.1% | +27.5% |
| YTD | +56.1% | +31.8% | +24.3% | +44.2% |
| 1Y | +22.0% | +12.9% | +9.1% | +16.9% |
| 3Y | +148.2% | -1.1% | +149.3% | +138.4% |
| 5Y | +96.3% | -73.5% | +169.8% | +145.0% |
| All | +96.3% | -72.5% | +168.9% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling