+42,013.8%
FICO vs MTCH
+14,002.5%
+28,011.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | +0.9% | +3.7% | -2.9% | +0.2% |
| 30D | +9.4% | -2.8% | +12.2% | +9.9% |
| 3M | -30.4% | +9.3% | -39.7% | -31.6% |
| 6M | -35.1% | +9.2% | -44.3% | -36.3% |
| YTD | -56.8% | +26.5% | -83.3% | -58.6% |
| 1Y | -58.4% | +22.6% | -81.0% | -60.0% |
| 3Y | -26.7% | +40.8% | -67.5% | -32.6% |
| 5Y | +88.0% | -72.9% | +160.9% | +120.5% |
| 10Y | +545.7% | +152.4% | +393.3% | +425.2% |
| All | +42,013.8% | +14,002.5% | +28,011.3% | +24,925.8% |
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