+18.3%
FIVE vs MTCH
-70.9%
+89.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +2.4% | +6.7% | -4.2% | +0.4% |
| 30D | +15.8% | -1.4% | +17.2% | +16.0% |
| 3M | +3.8% | +14.8% | -11.0% | -1.2% |
| 6M | +18.5% | +19.4% | -0.8% | +10.5% |
| YTD | +31.2% | +32.3% | -1.1% | +17.9% |
| 1Y | +61.8% | +29.5% | +32.3% | +46.4% |
| 3Y | +39.9% | +47.2% | -7.4% | +15.4% |
| 5Y | +18.3% | -70.2% | +88.5% | +89.3% |
| All | +18.3% | -70.9% | +89.2% | +89.3% |
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