+1,636.4%
MOD vs MTCH
+14,607.1%
-12,970.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +9.6% | +0.7% | +8.9% | +9.4% |
| 30D | 0.0% | +9.7% | -9.7% | -2.1% |
| 3M | -35.4% | +21.1% | -56.4% | -38.3% |
| 6M | -7.3% | +37.5% | -44.8% | -13.9% |
| YTD | +45.8% | +31.9% | +13.9% | +36.2% |
| 1Y | +43.1% | +14.6% | +28.6% | +37.8% |
| 3Y | +297.7% | -6.2% | +303.8% | +291.2% |
| 5Y | +1,478.8% | -70.6% | +1,549.3% | +1,781.9% |
| 10Y | +1,633.4% | +185.6% | +1,447.8% | +1,093.9% |
| All | +1,636.4% | +14,607.1% | -12,970.7% | +803.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling