+113.4%
M vs MTCH
-3.1%
+116.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -4.1% | -2.4% | -1.7% | -3.2% |
| 30D | -13.6% | +12.8% | -26.4% | -17.6% |
| 3M | -2.3% | +20.0% | -22.2% | -9.3% |
| 6M | +21.9% | +34.7% | -12.8% | +8.0% |
| YTD | -0.6% | +30.6% | -31.2% | -11.3% |
| 1Y | +29.7% | +10.9% | +18.8% | +23.2% |
| All | +113.4% | -3.1% | +116.6% | +101.1% |
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 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