+12,471.5%
FIX vs MTCH
+2,052.3%
+10,419.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.2% |
| 7D | +6.0% | +0.7% | +5.4% | +5.8% |
| 30D | -7.2% | +9.7% | -17.0% | -9.3% |
| 3M | -15.9% | +21.1% | -36.9% | -19.8% |
| 6M | +12.7% | +37.5% | -24.7% | +4.3% |
| YTD | +72.8% | +31.9% | +40.9% | +60.8% |
| 1Y | +122.9% | +14.6% | +108.3% | +113.4% |
| 3Y | +774.3% | -6.2% | +780.5% | +749.6% |
| 5Y | +2,049.5% | -70.6% | +2,120.1% | +2,455.2% |
| 10Y | +5,821.5% | +185.6% | +5,635.9% | +3,592.6% |
| All | +12,471.5% | +2,052.3% | +10,419.2% | +4,272.9% |
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 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