-3.4%
M vs MTCH
-70.4%
+67.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +7.0% | +6.7% | +0.4% | +4.3% |
| 30D | +8.9% | -1.8% | +10.7% | +9.4% |
| 3M | +4.5% | +12.2% | -7.7% | -0.7% |
| 6M | +36.2% | +16.6% | +19.6% | +26.8% |
| YTD | +15.1% | +31.8% | -16.7% | +1.3% |
| 1Y | +27.4% | +30.8% | -3.4% | +12.6% |
| 3Y | +160.1% | +49.6% | +110.5% | +110.2% |
| All | -3.4% | -70.4% | +67.0% | +32.4% |
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