-72.7%
MTCH vs BG
+81.8%
-154.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +1.3% | +3.1% | -1.9% | +0.8% |
| 30D | +15.9% | +10.2% | +5.7% | +14.1% |
| 3M | +23.3% | -1.7% | +25.0% | +23.4% |
| 6M | +40.1% | +1.0% | +39.2% | +39.2% |
| YTD | +33.6% | +39.9% | -6.3% | +23.7% |
| 1Y | +14.1% | +53.2% | -39.1% | +3.3% |
| 3Y | +1.4% | +16.3% | -14.8% | -4.9% |
| All | -72.7% | +81.8% | -154.6% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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