+2,943.1%
FN vs MTCH
+565.4%
+2,377.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.7% |
| 7D | 0.0% | -5.7% | +5.7% | +0.8% |
| 30D | -34.3% | -4.5% | -29.8% | -34.1% |
| 3M | -39.9% | +7.1% | -47.0% | -41.4% |
| 6M | -51.8% | +3.8% | -55.6% | -53.1% |
| YTD | -28.1% | +23.6% | -51.8% | -32.8% |
| 1Y | -29.1% | +22.2% | -51.3% | -33.5% |
| 3Y | +102.4% | +43.6% | +58.8% | +78.4% |
| 5Y | +171.7% | -74.6% | +246.2% | +232.6% |
| 10Y | +773.5% | +176.9% | +596.6% | +445.0% |
| All | +2,943.1% | +565.4% | +2,377.6% | +1,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling