-51.2%
FLUT vs MTCH
-72.5%
+21.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -3.6% | -1.4% | -2.1% | -3.2% |
| 30D | -0.3% | +13.6% | -14.0% | -4.1% |
| 3M | -12.6% | +22.4% | -35.0% | -17.5% |
| 6M | -8.0% | +37.2% | -45.2% | -15.9% |
| YTD | -54.1% | +31.8% | -85.9% | -57.6% |
| 1Y | -66.1% | +12.9% | -79.0% | -67.4% |
| 3Y | -45.0% | -1.1% | -43.9% | -46.9% |
| 5Y | -51.2% | -73.5% | +22.3% | -35.4% |
| All | -51.2% | -72.5% | +21.3% | -35.4% |
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