+6,182.4%
FIX vs MTCH
+203.9%
+5,978.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -5.7% | +13.6% | -19.4% | -7.8% |
| 3M | -7.4% | +22.4% | -29.8% | -10.9% |
| 6M | +15.1% | +37.2% | -22.1% | +8.5% |
| YTD | +70.7% | +31.8% | +38.9% | +61.7% |
| 1Y | +111.9% | +12.9% | +99.0% | +105.7% |
| 3Y | +759.5% | -1.1% | +760.6% | +733.6% |
| 5Y | +2,164.4% | -73.5% | +2,237.9% | +2,482.2% |
| All | +6,182.4% | +203.9% | +5,978.5% | +5,040.7% |
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