+198.1%
MTCH vs COO
+17.0%
+181.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | +1.3% | -22.5% | +23.8% | +13.8% |
| 30D | +15.9% | -29.7% | +45.6% | +36.8% |
| 3M | +23.3% | -20.1% | +43.4% | +35.9% |
| 6M | +40.1% | -26.9% | +67.0% | +60.8% |
| YTD | +33.6% | -34.2% | +67.8% | +62.0% |
| 1Y | +14.1% | -21.3% | +35.3% | +25.0% |
| 3Y | +1.4% | -38.7% | +40.1% | +20.3% |
| 5Y | -73.1% | -52.2% | -20.9% | -64.0% |
| All | +198.1% | +17.0% | +181.1% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling