+155.1%
NEM vs MTCH
-73.3%
+228.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | +7.8% | +15.9% | -8.0% | +6.1% |
| 3M | +30.2% | +23.3% | +6.9% | +26.8% |
| 6M | +9.6% | +40.1% | -30.5% | +5.1% |
| YTD | +27.8% | +33.6% | -5.8% | +23.1% |
| 1Y | +60.7% | +14.1% | +46.6% | +57.3% |
| 3Y | +245.3% | +1.4% | +243.9% | +235.9% |
| All | +155.1% | -73.3% | +228.4% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling