+1,677.3%
NOK vs MTCH
+5,649.5%
-3,972.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +8.7% | -1.4% | +10.1% | +9.1% |
| 30D | +12.5% | +13.6% | -1.1% | +8.6% |
| 3M | -20.7% | +22.4% | -43.1% | -25.3% |
| 6M | +36.2% | +37.2% | -1.0% | +24.6% |
| YTD | +64.1% | +31.8% | +32.4% | +51.4% |
| 1Y | +132.4% | +12.9% | +119.5% | +122.3% |
| 3Y | +182.9% | -1.1% | +184.0% | +169.9% |
| 5Y | +102.8% | -73.5% | +176.3% | +158.7% |
| 10Y | +126.8% | +200.7% | -73.9% | +24.0% |
| All | +1,677.3% | +5,649.5% | -3,972.2% | +426.7% |
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