+1,569.7%
MOD vs MTCH
-73.0%
+1,642.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +6.3% | -1.8% | +8.1% | +6.8% |
| 30D | -1.7% | +10.4% | -12.1% | -4.6% |
| 3M | -30.1% | +21.0% | -51.1% | -34.5% |
| 6M | +2.7% | +36.6% | -33.9% | -7.5% |
| YTD | +44.1% | +29.7% | +14.4% | +31.4% |
| 1Y | +38.7% | +8.6% | +30.1% | +33.4% |
| 3Y | +309.8% | -2.7% | +312.5% | +291.6% |
| 5Y | +1,569.7% | -72.9% | +1,642.6% | +1,899.7% |
| All | +1,569.7% | -73.0% | +1,642.7% | +1,899.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling