+851.7%
FIVE vs MTCH
+225.3%
+626.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | +4.3% | +0.7% | +3.6% | +4.0% |
| 30D | +12.5% | +9.7% | +2.8% | +9.6% |
| 3M | +31.2% | +21.1% | +10.2% | +23.9% |
| 6M | +14.4% | +37.5% | -23.1% | +4.3% |
| YTD | +33.9% | +31.9% | +2.0% | +23.1% |
| 1Y | +65.1% | +14.6% | +50.5% | +57.6% |
| 3Y | +49.0% | -6.2% | +55.1% | +44.7% |
| 5Y | +30.3% | -70.6% | +100.9% | +63.9% |
| 10Y | +481.1% | +185.6% | +295.5% | +321.9% |
| All | +851.7% | +225.3% | +626.4% | +546.4% |
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