+38.7%
MOD vs MTCH
+10.1%
+28.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +6.3% | -1.8% | +8.1% | +6.6% |
| 30D | -1.7% | +10.4% | -12.1% | -3.4% |
| 3M | -30.1% | +21.0% | -51.1% | -33.6% |
| 6M | +2.7% | +36.6% | -33.9% | -7.4% |
| YTD | +44.1% | +29.7% | +14.4% | +32.5% |
| 1Y | +38.7% | +8.6% | +30.1% | +34.2% |
| All | +38.7% | +10.1% | +28.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling