-48.8%
IT vs MTCH
-0.9%
-47.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.8% |
| 7D | -3.7% | +1.3% | -4.9% | -4.0% |
| 30D | +0.1% | +15.9% | -15.8% | -4.4% |
| 3M | +20.7% | +23.3% | -2.6% | +13.4% |
| 6M | +12.0% | +40.1% | -28.2% | +1.4% |
| YTD | -28.8% | +33.6% | -62.4% | -34.5% |
| 1Y | -25.5% | +14.1% | -39.6% | -29.6% |
| 3Y | -48.8% | +1.4% | -50.2% | -53.3% |
| All | -48.8% | -0.9% | -47.9% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling