+103.0%
LEN vs MTCH
+208.0%
-105.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -4.8% | +1.3% | -6.0% | -5.1% |
| 30D | -6.6% | +15.9% | -22.5% | -10.0% |
| 3M | -15.7% | +23.3% | -38.9% | -20.2% |
| 6M | -16.6% | +40.1% | -56.8% | -23.7% |
| YTD | -21.3% | +33.6% | -54.9% | -27.5% |
| 1Y | -42.0% | +14.1% | -56.1% | -44.5% |
| 3Y | -27.9% | +1.4% | -29.3% | -31.0% |
| 5Y | -10.7% | -73.1% | +62.4% | +11.9% |
| All | +103.0% | +208.0% | -105.0% | +58.1% |
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