-25.4%
FN vs MTCH
+23.0%
-48.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.4% | -4.4% |
| 7D | -4.1% | +3.7% | -7.8% | -3.2% |
| 30D | -28.3% | -2.8% | -25.5% | -28.7% |
| 3M | -33.9% | +9.3% | -43.2% | -34.5% |
| 6M | -43.9% | +9.2% | -53.1% | -44.4% |
| YTD | -23.4% | +26.5% | -49.9% | -26.8% |
| 1Y | -25.4% | +22.6% | -48.0% | -27.2% |
| All | -25.4% | +23.0% | -48.4% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling