+1,489.3%
NRG vs MTCH
+417.3%
+1,072.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -8.0% | +23.3% | -31.2% | -12.1% |
| 6M | -23.2% | +40.1% | -63.3% | -28.6% |
| YTD | -28.1% | +33.6% | -61.6% | -32.7% |
| 1Y | -27.3% | +14.1% | -41.3% | -30.0% |
| 3Y | +208.7% | +1.4% | +207.2% | +194.7% |
| 5Y | +197.7% | -73.1% | +270.8% | +258.2% |
| 10Y | +1,103.3% | +204.8% | +898.5% | +612.2% |
| All | +1,489.3% | +417.3% | +1,072.1% | +542.8% |
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