+370.7%
LIN vs MTCH
+186.8%
+183.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -3.5% | -1.8% | -1.6% | -3.2% |
| 30D | -4.1% | +10.4% | -14.5% | -5.6% |
| 3M | -6.4% | +21.0% | -27.4% | -9.4% |
| 6M | -2.4% | +36.6% | -39.0% | -7.6% |
| YTD | +10.9% | +29.7% | -18.8% | +5.7% |
| 1Y | 0.0% | +8.6% | -8.6% | -2.1% |
| 3Y | +25.8% | -2.7% | +28.5% | +22.7% |
| 5Y | +60.8% | -72.9% | +133.8% | +86.8% |
| All | +370.7% | +186.8% | +183.9% | +272.7% |
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