+2,067.0%
FLUT vs MTCH
+758.3%
+1,308.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +3.8% | -1.8% | +5.6% | +4.0% |
| 30D | +6.3% | +10.4% | -4.1% | +5.2% |
| 3M | -4.0% | +21.0% | -25.0% | -5.9% |
| 6M | -10.3% | +36.6% | -46.9% | -13.0% |
| YTD | -53.2% | +29.7% | -82.9% | -54.4% |
| 1Y | -65.0% | +8.6% | -73.6% | -65.4% |
| 3Y | -43.9% | -2.7% | -41.2% | -44.6% |
| 5Y | -49.2% | -72.9% | +23.7% | -46.6% |
| 10Y | -9.2% | +185.0% | -194.2% | -9.0% |
| All | +2,067.0% | +758.3% | +1,308.7% | +2,001.4% |
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 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