+317.5%
MOD vs MTCH
-2.6%
+320.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | +9.6% | +0.7% | +8.9% | +9.3% |
| 30D | 0.0% | +9.7% | -9.7% | -3.0% |
| 3M | -35.4% | +21.1% | -56.4% | -39.8% |
| 6M | -7.3% | +37.5% | -44.8% | -17.6% |
| YTD | +45.8% | +31.9% | +13.9% | +30.8% |
| 1Y | +43.1% | +14.6% | +28.6% | +34.9% |
| All | +317.5% | -2.6% | +320.2% | +296.2% |
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 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