+5,150.0%
FFIV vs MTCH
+737.7%
+4,412.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -1.0% | +0.7% | -1.6% | -1.3% |
| 30D | -5.1% | +9.7% | -14.8% | -8.6% |
| 3M | -4.5% | +21.1% | -25.5% | -11.6% |
| 6M | +36.5% | +37.5% | -1.0% | +20.0% |
| YTD | +53.0% | +31.9% | +21.1% | +36.3% |
| 1Y | +24.2% | +14.6% | +9.7% | +16.2% |
| 3Y | +137.2% | -6.2% | +143.4% | +126.3% |
| 5Y | +91.8% | -70.6% | +162.4% | +161.3% |
| 10Y | +215.2% | +185.6% | +29.6% | +18.1% |
| All | +5,150.0% | +737.7% | +4,412.3% | +654.6% |
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