+3,034.3%
NI vs MTCH
+14,793.4%
-11,759.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | 0.0% | +1.3% | -1.2% | 0.0% |
| 30D | -1.4% | +15.9% | -17.3% | -2.5% |
| 3M | -10.6% | +23.3% | -33.9% | -12.0% |
| 6M | -9.3% | +40.1% | -49.5% | -11.8% |
| YTD | +1.1% | +33.6% | -32.4% | -1.3% |
| 1Y | +3.4% | +14.1% | -10.7% | +2.0% |
| 3Y | +67.9% | +1.4% | +66.5% | +65.4% |
| 5Y | +98.0% | -73.1% | +171.1% | +110.7% |
| 10Y | +143.6% | +204.8% | -61.2% | +110.3% |
| All | +3,034.3% | +14,793.4% | -11,759.1% | +2,353.3% |
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