+289.3%
FN vs MTCH
-72.9%
+362.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | +9.7% | -31.7% | -23.9% |
| 3M | -43.0% | +21.1% | -64.1% | -46.0% |
| 6M | -27.7% | +37.5% | -65.2% | -33.9% |
| YTD | -10.5% | +31.9% | -42.4% | -17.4% |
| 1Y | +12.5% | +14.6% | -2.1% | +7.3% |
| 3Y | +153.8% | -6.2% | +160.0% | +145.7% |
| All | +289.3% | -72.9% | +362.2% | +368.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling