+98.1%
NU vs MTCH
-0.9%
+99.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.0% |
| 7D | -4.9% | +1.3% | -6.1% | -5.2% |
| 30D | +7.8% | +15.9% | -8.1% | +4.0% |
| 3M | +20.9% | +23.3% | -2.3% | +14.4% |
| 6M | +0.9% | +40.1% | -39.2% | -7.4% |
| YTD | -12.7% | +33.6% | -46.3% | -19.1% |
| 1Y | -6.4% | +14.1% | -20.5% | -10.2% |
| 3Y | +98.1% | +1.4% | +96.7% | +83.3% |
| All | +98.1% | -0.9% | +99.0% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling