+100.0%
IT vs MTCH
+208.0%
-108.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.0% |
| 7D | -3.7% | +1.3% | -4.9% | -3.9% |
| 30D | +0.1% | +15.9% | -15.8% | -3.1% |
| 3M | +20.7% | +23.3% | -2.6% | +15.3% |
| 6M | +12.0% | +40.1% | -28.2% | +4.1% |
| YTD | -28.8% | +33.6% | -62.4% | -33.0% |
| 1Y | -25.5% | +14.1% | -39.6% | -27.7% |
| 3Y | -48.8% | +1.4% | -50.2% | -50.3% |
| 5Y | -42.7% | -73.1% | +30.4% | -32.1% |
| All | +100.0% | +208.0% | -108.0% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling