+32.6%
NET vs MTCH
-72.3%
+104.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -5.2% |
| 7D | -16.4% | -4.4% | -12.0% | -14.6% |
| 30D | -25.8% | -0.3% | -25.5% | -26.6% |
| 3M | -11.5% | -2.0% | -9.5% | -12.4% |
| 6M | +18.9% | +6.4% | +12.5% | +10.3% |
| YTD | +35.2% | +27.3% | +7.9% | +11.4% |
| 1Y | +14.5% | +30.3% | -15.9% | -7.4% |
| 3Y | +313.8% | +43.0% | +270.9% | +173.7% |
| 5Y | +32.6% | -73.2% | +105.8% | +267.0% |
| All | +32.6% | -72.3% | +104.9% | +267.0% |
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 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