-12.9%
NVTS vs MTCH
-73.0%
+60.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.5% |
| 7D | +0.5% | -1.4% | +1.9% | +1.2% |
| 30D | -18.0% | +13.6% | -31.7% | -25.2% |
| 3M | -45.6% | +22.4% | -68.0% | -53.2% |
| 6M | +28.5% | +37.2% | -8.7% | +1.9% |
| YTD | +56.2% | +31.8% | +24.4% | +25.7% |
| 1Y | +97.7% | +12.9% | +84.8% | +76.6% |
| 3Y | +35.0% | -1.1% | +36.1% | +25.6% |
| All | -12.9% | -73.0% | +60.1% | +63.6% |
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