+2,460.4%
MAR vs MTCH
+1,064.5%
+1,395.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.5% | -2.4% | +1.9% | +0.1% |
| 30D | -4.7% | +12.8% | -17.5% | -7.6% |
| 3M | -15.6% | +20.0% | -35.6% | -19.9% |
| 6M | +1.2% | +34.7% | -33.5% | -7.0% |
| YTD | +7.5% | +30.6% | -23.1% | -0.7% |
| 1Y | +26.6% | +10.9% | +15.7% | +21.8% |
| 3Y | +66.0% | -2.0% | +68.0% | +59.5% |
| 5Y | +154.1% | -72.6% | +226.7% | +223.0% |
| 10Y | +441.9% | +197.9% | +244.0% | +223.2% |
| All | +2,460.4% | +1,064.5% | +1,395.9% | +852.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling