+890.0%
FN vs MTCH
+182.3%
+707.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.5% |
| 7D | +3.5% | -1.8% | +5.4% | +3.9% |
| 30D | -26.0% | +10.4% | -36.4% | -27.6% |
| 3M | -33.3% | +21.0% | -54.3% | -36.3% |
| 6M | -14.9% | +36.6% | -51.6% | -20.9% |
| YTD | -8.6% | +29.7% | -38.2% | -14.2% |
| 1Y | +12.3% | +8.6% | +3.7% | +9.2% |
| 3Y | +174.4% | -2.7% | +177.1% | +165.2% |
| 5Y | +296.4% | -72.9% | +369.3% | +364.7% |
| 10Y | +890.0% | +185.0% | +705.0% | +614.6% |
| All | +890.0% | +182.3% | +707.7% | +614.6% |
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