+357.6%
KEY vs MTCH
+14,607.1%
-14,249.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | -3.0% | +9.7% | -12.7% | -4.7% |
| 3M | +3.3% | +21.1% | -17.7% | -0.4% |
| 6M | +9.2% | +37.5% | -28.3% | +2.7% |
| YTD | +10.6% | +31.9% | -21.3% | +4.7% |
| 1Y | +20.4% | +14.6% | +5.8% | +16.8% |
| 3Y | +121.8% | -6.2% | +128.0% | +119.3% |
| 5Y | +41.1% | -70.6% | +111.7% | +63.6% |
| 10Y | +168.5% | +185.6% | -17.1% | +99.5% |
| All | +357.6% | +14,607.1% | -14,249.5% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling