-7.2%
JD vs MTCH
-3.1%
-4.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.6% |
| 7D | -3.0% | -2.4% | -0.6% | -2.5% |
| 30D | -19.3% | +12.8% | -32.1% | -21.3% |
| 3M | -6.0% | +20.0% | -26.0% | -9.7% |
| 6M | +1.8% | +34.7% | -32.9% | -4.8% |
| YTD | -2.6% | +30.6% | -33.1% | -8.5% |
| 1Y | -17.4% | +10.9% | -28.4% | -19.8% |
| All | -7.2% | -3.1% | -4.1% | -10.4% |
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