+223.3%
HOOD vs MTCH
-73.0%
+296.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.4% |
| 7D | -7.8% | +1.3% | -9.1% | -8.4% |
| 30D | +18.6% | +15.9% | +2.7% | +9.6% |
| 3M | +22.1% | +23.3% | -1.2% | +8.4% |
| 6M | +43.1% | +40.1% | +2.9% | +18.9% |
| YTD | -0.5% | +33.6% | -34.1% | -15.2% |
| 1Y | -4.4% | +14.1% | -18.5% | -11.7% |
| 3Y | +938.5% | +1.4% | +937.0% | +869.9% |
| 5Y | +173.4% | -73.1% | +246.6% | +298.6% |
| All | +223.3% | -73.0% | +296.3% | +338.1% |
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 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