+115.1%
NOK vs MTCH
-73.3%
+188.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.5% |
| 7D | +11.0% | +1.3% | +9.7% | +10.7% |
| 30D | +7.8% | +15.9% | -8.0% | +4.3% |
| 3M | -21.0% | +23.3% | -44.3% | -24.9% |
| 6M | +40.9% | +40.1% | +0.7% | +30.2% |
| YTD | +72.0% | +33.6% | +38.4% | +60.2% |
| 1Y | +140.9% | +14.1% | +126.8% | +131.7% |
| 3Y | +194.3% | +1.4% | +192.8% | +182.8% |
| All | +115.1% | -73.3% | +188.4% | +173.2% |
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