-10.4%
LEN vs MTCH
-73.3%
+62.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 3M | -15.7% | +23.3% | -38.9% | -21.0% |
| 6M | -16.6% | +40.1% | -56.8% | -24.8% |
| YTD | -21.3% | +33.6% | -54.9% | -28.5% |
| 1Y | -42.0% | +14.1% | -56.1% | -44.8% |
| 3Y | -27.9% | +1.4% | -29.3% | -31.3% |
| All | -10.4% | -73.3% | +62.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling