+138.6%
NOK vs MTCH
+208.0%
-69.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.6% |
| 7D | +11.0% | +1.3% | +9.7% | +10.7% |
| 30D | +7.8% | +15.9% | -8.0% | +5.0% |
| 3M | -21.0% | +23.3% | -44.3% | -24.1% |
| 6M | +40.9% | +40.1% | +0.7% | +32.4% |
| YTD | +72.0% | +33.6% | +38.4% | +62.7% |
| 1Y | +140.9% | +14.1% | +126.8% | +133.7% |
| 3Y | +194.3% | +1.4% | +192.8% | +184.6% |
| 5Y | +112.5% | -73.1% | +185.7% | +143.8% |
| All | +138.6% | +208.0% | -69.5% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling