+72.7%
NEM vs MTCH
+13.9%
+58.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +23.1% | +9.7% | +13.4% | +22.2% |
| 3M | +18.5% | +21.1% | -2.6% | +15.1% |
| 6M | +7.8% | +37.5% | -29.7% | +3.5% |
| YTD | +29.1% | +31.9% | -2.8% | +25.0% |
| 1Y | +72.7% | +14.6% | +58.1% | +64.1% |
| All | +72.7% | +13.9% | +58.8% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling