+665.4%
FICO vs MTCH
+188.8%
+476.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.7% | +5.2% |
| 7D | -10.6% | -2.4% | -8.2% | -9.9% |
| 30D | -6.3% | +12.8% | -19.1% | -9.4% |
| 3M | -19.7% | +20.0% | -39.7% | -24.0% |
| 6M | -31.8% | +34.7% | -66.5% | -37.5% |
| YTD | -41.8% | +30.6% | -72.4% | -46.3% |
| 1Y | -36.4% | +10.9% | -47.4% | -38.8% |
| 3Y | +9.3% | -2.0% | +11.3% | +4.5% |
| 5Y | +113.0% | -72.6% | +185.6% | +179.1% |
| 10Y | +665.4% | +197.9% | +467.6% | +441.3% |
| All | +665.4% | +188.8% | +476.7% | +441.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling