+95.0%
MO vs MTCH
-0.9%
+95.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +0.1% | +1.3% | -1.1% | +0.1% |
| 30D | +7.1% | +15.9% | -8.7% | +6.9% |
| 3M | -2.0% | +23.3% | -25.2% | -2.2% |
| 6M | +7.3% | +40.1% | -32.8% | +7.1% |
| YTD | +23.5% | +33.6% | -10.1% | +23.2% |
| 1Y | +11.0% | +14.1% | -3.1% | +11.2% |
| 3Y | +95.0% | +1.4% | +93.6% | +94.7% |
| All | +95.0% | -0.9% | +95.9% | +94.7% |
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 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