+1,065.2%
NRG vs MTCH
+208.0%
+857.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | -4.7% | +1.3% | -5.9% | -4.9% |
| 30D | -6.0% | +15.9% | -21.9% | -8.1% |
| 3M | -8.0% | +23.3% | -31.2% | -11.3% |
| 6M | -23.2% | +40.1% | -63.3% | -27.5% |
| YTD | -28.1% | +33.6% | -61.6% | -31.8% |
| 1Y | -27.3% | +14.1% | -41.3% | -29.4% |
| 3Y | +208.7% | +1.4% | +207.2% | +197.6% |
| 5Y | +197.7% | -73.1% | +270.8% | +245.3% |
| All | +1,065.2% | +208.0% | +857.1% | +609.4% |
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