+67.5%
MET vs MTCH
-0.9%
+68.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | +0.5% | +15.9% | -15.4% | -2.8% |
| 3M | +11.6% | +23.3% | -11.7% | +6.0% |
| 6M | +40.8% | +40.1% | +0.6% | +29.4% |
| YTD | +25.7% | +33.6% | -7.9% | +16.6% |
| 1Y | +24.4% | +14.1% | +10.3% | +19.3% |
| 3Y | +67.5% | +1.4% | +66.0% | +66.1% |
| All | +67.5% | -0.9% | +68.4% | +66.1% |
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