+431.5%
LIN vs MTCH
+142.9%
+288.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.1% | +6.7% | -4.6% | +1.1% |
| 30D | +6.8% | -1.8% | +8.6% | +6.9% |
| 3M | +10.4% | +12.2% | -1.9% | +8.1% |
| 6M | +3.2% | +16.6% | -13.5% | +0.1% |
| YTD | +24.6% | +31.8% | -7.3% | +18.1% |
| 1Y | +24.4% | +30.8% | -6.4% | +18.0% |
| 3Y | +36.7% | +49.6% | -12.9% | +24.1% |
| 5Y | +67.0% | -70.3% | +137.4% | +91.4% |
| All | +431.5% | +142.9% | +288.6% | +332.7% |
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