+504.4%
NOW vs MTCH
+143.8%
+360.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -1.7% | +6.7% | -8.4% | -4.0% |
| 30D | -27.4% | -1.4% | -26.0% | -27.3% |
| 3M | -19.4% | +14.8% | -34.2% | -23.9% |
| 6M | +13.1% | +19.4% | -6.3% | +5.5% |
| YTD | -34.3% | +32.3% | -66.6% | -40.9% |
| 1Y | -41.8% | +29.5% | -71.3% | -47.2% |
| 3Y | -20.7% | +47.2% | -68.0% | -34.9% |
| 5Y | -27.2% | -70.2% | +43.0% | +2.4% |
| All | +504.4% | +143.8% | +360.7% | +294.5% |
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