+101.7%
FICO vs MTCH
-73.0%
+174.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -15.4% | -1.8% | -13.6% | -15.0% |
| 30D | -10.4% | +10.4% | -20.8% | -12.7% |
| 3M | -22.7% | +21.0% | -43.7% | -26.9% |
| 6M | -36.8% | +36.6% | -73.4% | -42.1% |
| YTD | -44.8% | +29.7% | -74.5% | -48.8% |
| 1Y | -39.3% | +8.6% | -47.9% | -41.3% |
| 3Y | +3.7% | -2.7% | +6.4% | +0.3% |
| 5Y | +101.7% | -72.9% | +174.7% | +156.4% |
| All | +101.7% | -73.0% | +174.7% | +156.4% |
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