-27.9%
LEN vs MTCH
-0.9%
-27.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -4.8% | +1.3% | -6.0% | -5.0% |
| 30D | -6.6% | +15.9% | -22.5% | -9.9% |
| 3M | -15.7% | +23.3% | -38.9% | -20.1% |
| 6M | -16.6% | +40.1% | -56.8% | -23.4% |
| YTD | -21.3% | +33.6% | -54.9% | -27.2% |
| 1Y | -42.0% | +14.1% | -56.1% | -44.2% |
| 3Y | -27.9% | +1.4% | -29.3% | -33.8% |
| All | -27.9% | -0.9% | -27.0% | -33.8% |
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 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