-45.2%
FIX vs MTCH
+7.7%
-52.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.7% |
| 7D | -7.2% | -6.6% | -0.7% | -8.9% |
| 30D | -35.1% | -4.4% | -30.8% | -35.6% |
| 3M | -34.3% | +6.0% | -40.3% | -32.7% |
| All | -45.2% | +7.7% | -52.9% | -41.8% |
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