+149.4%
MAR vs MTCH
-73.3%
+222.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -5.4% | +15.9% | -21.3% | -8.8% |
| 3M | -15.5% | +23.3% | -38.8% | -20.2% |
| 6M | +3.0% | +40.1% | -37.2% | -6.1% |
| YTD | +8.5% | +33.6% | -25.1% | -0.1% |
| 1Y | +26.0% | +14.1% | +11.9% | +20.5% |
| 3Y | +68.6% | +1.4% | +67.2% | +61.2% |
| All | +149.4% | -73.3% | +222.7% | +228.4% |
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