+363.0%
NDAQ vs MTCH
+208.0%
+155.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.8% |
| 7D | -5.6% | +1.3% | -6.8% | -5.8% |
| 30D | -4.4% | +15.9% | -20.2% | -6.9% |
| 3M | +5.9% | +23.3% | -17.4% | +1.8% |
| 6M | +7.7% | +40.1% | -32.4% | +1.2% |
| YTD | -5.2% | +33.6% | -38.7% | -10.2% |
| 1Y | -3.4% | +14.1% | -17.4% | -6.1% |
| 3Y | +85.6% | +1.4% | +84.2% | +79.6% |
| 5Y | +49.5% | -73.1% | +122.6% | +73.3% |
| All | +363.0% | +208.0% | +155.0% | +304.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling