-21.3%
IT vs MTCH
+13.9%
-35.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -3.7% |
| 7D | -6.0% | +0.7% | -6.7% | -6.6% |
| 30D | 0.0% | +9.7% | -9.7% | -6.5% |
| 3M | +13.1% | +21.1% | -8.0% | -1.9% |
| 6M | +11.7% | +37.5% | -25.8% | -13.9% |
| YTD | -26.1% | +31.9% | -58.0% | -40.3% |
| 1Y | -21.3% | +14.6% | -35.8% | -35.2% |
| All | -21.3% | +13.9% | -35.2% | -35.2% |
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