+1,024.6%
MKTX vs MTCH
+564.9%
+459.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +0.7% | +15.9% | -15.2% | -3.6% |
| 3M | +40.8% | +23.3% | +17.5% | +31.8% |
| 6M | -8.0% | +40.1% | -48.1% | -17.4% |
| YTD | -8.7% | +33.6% | -42.3% | -17.2% |
| 1Y | -11.8% | +14.1% | -25.9% | -16.5% |
| 3Y | -24.0% | +1.4% | -25.5% | -29.2% |
| 5Y | -60.3% | -73.1% | +12.8% | -46.7% |
| 10Y | +5.0% | +204.8% | -199.8% | -58.0% |
| All | +1,024.6% | +564.9% | +459.7% | +73.7% |
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