+422.0%
FLR vs MTCH
+847.9%
-426.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -6.9% | -1.4% | -5.4% | -6.5% |
| 30D | +1.1% | +13.6% | -12.5% | -2.4% |
| 3M | +14.3% | +22.4% | -8.1% | +7.8% |
| 6M | +19.1% | +37.2% | -18.1% | +8.6% |
| YTD | +35.1% | +31.8% | +3.3% | +24.3% |
| 1Y | +29.5% | +12.9% | +16.6% | +23.9% |
| 3Y | +53.0% | -1.1% | +54.1% | +47.3% |
| 5Y | +238.9% | -73.5% | +312.4% | +334.6% |
| 10Y | +17.4% | +200.7% | -183.3% | -36.0% |
| All | +422.0% | +847.9% | -426.0% | +74.5% |
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 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