-42.8%
FIX vs MTCH
+14.0%
-56.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +6.6% |
| 7D | +6.4% | +3.5% | +2.9% | +7.6% |
| 30D | -29.1% | +0.3% | -29.3% | -28.4% |
| 3M | -31.1% | +13.7% | -44.8% | -27.7% |
| 6M | -42.8% | +17.6% | -60.4% | -37.9% |
| All | -42.8% | +14.0% | -56.9% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling