+833.2%
MOD vs MTCH
-70.9%
+904.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +16.1% | +6.7% | +9.4% | +14.1% |
| 30D | -38.5% | -1.4% | -37.1% | -38.7% |
| 3M | -46.8% | +14.8% | -61.6% | -49.4% |
| 6M | -61.6% | +19.4% | -81.0% | -64.2% |
| YTD | -20.5% | +32.3% | -52.9% | -28.7% |
| 1Y | -28.0% | +29.5% | -57.5% | -34.9% |
| 3Y | +134.9% | +47.2% | +87.7% | +98.5% |
| 5Y | +833.2% | -70.2% | +903.4% | +1,101.4% |
| All | +833.2% | -70.9% | +904.0% | +1,101.4% |
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