+693.0%
FN vs MTCH
+142.9%
+550.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +0.3% | +6.7% | -6.4% | -0.9% |
| 30D | -16.5% | -1.8% | -14.7% | -16.6% |
| 3M | -42.1% | +12.2% | -54.3% | -43.9% |
| 6M | -52.9% | +16.6% | -69.5% | -55.0% |
| YTD | -28.0% | +31.8% | -59.8% | -33.0% |
| 1Y | -18.5% | +30.8% | -49.3% | -24.1% |
| 3Y | +93.9% | +49.6% | +44.2% | +71.8% |
| 5Y | +170.5% | -70.3% | +240.8% | +210.6% |
| All | +693.0% | +142.9% | +550.1% | +530.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling