+161.6%
KEY vs MTCH
+203.9%
-42.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.8% | -1.4% | -0.3% | -1.5% |
| 30D | -3.3% | +13.6% | -17.0% | -6.1% |
| 3M | -0.2% | +22.4% | -22.6% | -4.9% |
| 6M | +12.1% | +37.2% | -25.1% | +4.0% |
| YTD | +8.4% | +31.8% | -23.4% | +1.2% |
| 1Y | +17.6% | +12.9% | +4.7% | +13.6% |
| 3Y | +123.3% | -1.1% | +124.5% | +116.6% |
| 5Y | +39.5% | -73.5% | +113.0% | +60.9% |
| All | +161.6% | +203.9% | -42.3% | +110.1% |
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