+91.1%
FHN vs MTCH
-72.5%
+163.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | -2.6% | +13.6% | -16.3% | -4.8% |
| 3M | +0.8% | +22.4% | -21.5% | -2.8% |
| 6M | +9.2% | +37.2% | -28.0% | +3.1% |
| YTD | +5.1% | +31.8% | -26.7% | -0.3% |
| 1Y | +12.2% | +12.9% | -0.7% | +9.1% |
| 3Y | +132.4% | -1.1% | +133.5% | +124.2% |
| 5Y | +91.1% | -73.5% | +164.6% | +106.6% |
| All | +91.1% | -72.5% | +163.6% | +106.6% |
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 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