+4.6%
MKTX vs MTCH
+208.0%
-203.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +0.7% | +15.9% | -15.2% | -1.9% |
| 3M | +40.8% | +23.3% | +17.5% | +35.3% |
| 6M | -8.0% | +40.1% | -48.1% | -13.8% |
| YTD | -8.7% | +33.6% | -42.3% | -13.9% |
| 1Y | -11.8% | +14.1% | -25.9% | -14.7% |
| 3Y | -24.0% | +1.4% | -25.5% | -26.8% |
| 5Y | -60.3% | -73.1% | +12.8% | -53.1% |
| All | +4.6% | +208.0% | -203.4% | -12.0% |
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