-9.9%
IR vs MTCH
+14.2%
-24.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | -13.9% | +15.9% | -29.8% | -16.3% |
| 3M | -0.3% | +23.3% | -23.6% | -4.7% |
| 6M | -14.3% | +40.1% | -54.5% | -20.9% |
| YTD | -7.9% | +33.6% | -41.5% | -14.5% |
| 1Y | -9.9% | +14.1% | -24.0% | -12.3% |
| All | -9.9% | +14.2% | -24.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling