+35.2%
IR vs MTCH
-72.8%
+108.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | -15.0% | +12.8% | -27.8% | -17.6% |
| 3M | -0.4% | +20.0% | -20.4% | -5.2% |
| 6M | -15.0% | +34.7% | -49.8% | -21.6% |
| YTD | -7.1% | +30.6% | -37.6% | -13.8% |
| 1Y | -7.5% | +10.9% | -18.5% | -10.9% |
| 3Y | +6.3% | -2.0% | +8.3% | +2.8% |
| All | +35.2% | -72.8% | +108.0% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling