-41.9%
IT vs MTCH
-73.3%
+31.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.9% |
| 7D | -3.7% | +1.3% | -4.9% | -4.0% |
| 30D | +0.1% | +15.9% | -15.8% | -4.2% |
| 3M | +20.7% | +23.3% | -2.6% | +13.5% |
| 6M | +12.0% | +40.1% | -28.2% | +1.5% |
| YTD | -28.8% | +33.6% | -62.4% | -34.3% |
| 1Y | -25.5% | +14.1% | -39.6% | -28.6% |
| 3Y | -48.8% | +1.4% | -50.2% | -50.8% |
| All | -41.9% | -73.3% | +31.3% | -25.7% |
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