+794.1%
FN vs MTCH
+144.3%
+649.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -5.0% |
| 7D | -4.1% | +3.7% | -7.8% | -4.7% |
| 30D | -28.3% | -2.8% | -25.5% | -28.3% |
| 3M | -33.9% | +9.3% | -43.2% | -35.7% |
| 6M | -43.9% | +9.2% | -53.1% | -45.8% |
| YTD | -23.4% | +26.5% | -49.9% | -28.3% |
| 1Y | -25.4% | +22.6% | -48.0% | -29.7% |
| 3Y | +107.9% | +40.8% | +67.1% | +86.3% |
| 5Y | +195.1% | -72.9% | +267.9% | +243.9% |
| 10Y | +794.1% | +152.4% | +641.7% | +606.7% |
| All | +794.1% | +144.3% | +649.8% | +606.7% |
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