+607.2%
NEM vs MTCH
+14,456.1%
-13,848.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +3.1% | -2.4% | +5.4% | +3.1% |
| 30D | +10.0% | +12.8% | -2.8% | +9.5% |
| 3M | +30.9% | +20.0% | +10.9% | +29.8% |
| 6M | +10.5% | +34.7% | -24.2% | +9.1% |
| YTD | +29.7% | +30.6% | -0.8% | +28.2% |
| 1Y | +71.1% | +10.9% | +60.2% | +70.1% |
| 3Y | +252.1% | -2.0% | +254.1% | +249.7% |
| 5Y | +157.7% | -72.6% | +230.4% | +164.0% |
| 10Y | +319.4% | +197.9% | +121.5% | +299.6% |
| All | +607.2% | +14,456.1% | -13,848.8% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling