+1,511.5%
MOD vs MTCH
+188.8%
+1,322.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +3.6% | -2.4% | +6.0% | +4.1% |
| 30D | -2.6% | +12.8% | -15.4% | -5.4% |
| 3M | -33.1% | +20.0% | -53.1% | -36.2% |
| 6M | -7.5% | +34.7% | -42.2% | -14.2% |
| YTD | +39.3% | +30.6% | +8.7% | +29.8% |
| 1Y | +34.3% | +10.9% | +23.3% | +29.8% |
| 3Y | +296.2% | -2.0% | +298.2% | +283.5% |
| 5Y | +1,504.6% | -72.6% | +1,577.2% | +1,785.7% |
| 10Y | +1,511.5% | +197.9% | +1,313.6% | +1,096.9% |
| All | +1,511.5% | +188.8% | +1,322.8% | +1,096.9% |
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