+57.3%
FIVE vs MTCH
-3.6%
+60.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +3.7% | -1.8% | +5.5% | +4.1% |
| 30D | +4.0% | +10.4% | -6.5% | +1.6% |
| 3M | +36.2% | +21.0% | +15.2% | +29.4% |
| 6M | +18.0% | +36.6% | -18.6% | +9.0% |
| YTD | +34.9% | +29.7% | +5.2% | +25.8% |
| 1Y | +67.9% | +8.6% | +59.3% | +62.5% |
| 3Y | +57.3% | -2.7% | +60.0% | +32.6% |
| All | +57.3% | -3.6% | +60.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling