+1,046.7%
FIX vs MTCH
-73.8%
+1,120.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.3% |
| 7D | -7.2% | -6.6% | -0.7% | -6.4% |
| 30D | -35.1% | -4.4% | -30.8% | -34.9% |
| 3M | -34.3% | +6.0% | -40.3% | -35.5% |
| 6M | -42.9% | +7.4% | -50.4% | -44.5% |
| YTD | +19.5% | +24.5% | -5.0% | +12.2% |
| 1Y | +16.8% | +22.3% | -5.5% | +10.1% |
| 3Y | +506.7% | +42.4% | +464.3% | +439.1% |
| 5Y | +1,046.7% | -73.6% | +1,120.3% | +1,379.5% |
| All | +1,046.7% | -73.8% | +1,120.4% | +1,379.5% |
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