+47.7%
FND vs MTCH
+150.5%
-102.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -5.8% | +1.3% | -7.0% | -6.1% |
| 30D | -20.2% | +15.9% | -36.1% | -24.3% |
| 3M | -12.0% | +23.3% | -35.2% | -18.4% |
| 6M | -18.5% | +40.1% | -58.6% | -27.8% |
| YTD | -22.3% | +33.6% | -55.8% | -30.3% |
| 1Y | -47.6% | +14.1% | -61.7% | -50.5% |
| 3Y | -49.8% | +1.4% | -51.2% | -52.4% |
| 5Y | -63.0% | -73.1% | +10.2% | -50.0% |
| All | +47.7% | +150.5% | -102.8% | +40.3% |
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