+2.0%
FISV vs MTCH
+208.0%
-206.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.1% |
| 7D | -2.7% | +1.3% | -3.9% | -2.9% |
| 30D | 0.0% | +15.9% | -15.8% | -3.2% |
| 3M | -2.8% | +23.3% | -26.1% | -7.3% |
| 6M | -11.8% | +40.1% | -52.0% | -18.2% |
| YTD | -23.2% | +33.6% | -56.8% | -28.1% |
| 1Y | -62.0% | +14.1% | -76.1% | -63.2% |
| 3Y | -57.6% | +1.4% | -59.0% | -59.1% |
| 5Y | -53.4% | -73.1% | +19.7% | -43.0% |
| All | +2.0% | +208.0% | -206.0% | -21.2% |
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