+284.0%
FITB vs MTCH
+208.0%
+76.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -0.3% | +1.3% | -1.5% | -0.5% |
| 30D | -5.7% | +15.9% | -21.6% | -8.6% |
| 3M | +3.2% | +23.3% | -20.1% | -1.6% |
| 6M | +23.4% | +40.1% | -16.7% | +14.3% |
| YTD | +18.8% | +33.6% | -14.8% | +10.9% |
| 1Y | +25.0% | +14.1% | +10.9% | +20.5% |
| 3Y | +131.2% | +1.4% | +129.8% | +123.0% |
| 5Y | +70.7% | -73.1% | +143.8% | +99.2% |
| All | +284.0% | +208.0% | +76.0% | +222.9% |
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