+405.1%
META vs MTCH
+203.9%
+201.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.7% |
| 7D | +5.5% | -1.4% | +7.0% | +6.0% |
| 30D | +7.6% | +13.6% | -6.1% | +3.3% |
| 3M | +13.0% | +22.4% | -9.4% | +5.9% |
| 6M | -1.3% | +37.2% | -38.5% | -11.1% |
| YTD | -2.2% | +31.8% | -34.0% | -11.1% |
| 1Y | -14.0% | +12.9% | -26.9% | -18.2% |
| 3Y | +118.2% | -1.1% | +119.3% | +107.0% |
| 5Y | +71.7% | -73.5% | +145.2% | +133.5% |
| All | +405.1% | +203.9% | +201.2% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling