+2,244.9%
ICE vs MTCH
+575.1%
+1,669.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.3% |
| 30D | +4.0% | +12.8% | -8.8% | +1.0% |
| 3M | +11.0% | +20.0% | -9.0% | +5.9% |
| 6M | -5.0% | +34.7% | -39.7% | -12.1% |
| YTD | -2.7% | +30.6% | -33.3% | -9.4% |
| 1Y | -8.6% | +10.9% | -19.6% | -11.7% |
| 3Y | +41.4% | -2.0% | +43.4% | +35.7% |
| 5Y | +39.9% | -72.6% | +112.5% | +75.8% |
| 10Y | +214.9% | +197.9% | +17.0% | +47.2% |
| All | +2,244.9% | +575.1% | +1,669.8% | +358.5% |
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