-8.8%
IT vs MTCH
+27.4%
-36.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | -1.9% |
| 7D | -5.5% | -4.4% | -1.1% | -1.8% |
| 30D | +10.3% | -0.3% | +10.6% | +11.2% |
| 3M | +11.5% | -2.0% | +13.5% | +13.1% |
| 6M | +40.3% | +6.4% | +33.8% | +33.1% |
| YTD | -17.9% | +27.3% | -45.2% | -32.8% |
| 1Y | -8.8% | +30.3% | -39.1% | -27.9% |
| All | -8.8% | +27.4% | -36.2% | -27.9% |
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