+481.9%
NYT vs MTCH
+208.0%
+273.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | +4.6% | +15.9% | -11.3% | +1.7% |
| 3M | -9.6% | +23.3% | -32.9% | -12.9% |
| 6M | -14.0% | +40.1% | -54.1% | -19.1% |
| YTD | -2.8% | +33.6% | -36.4% | -8.0% |
| 1Y | +15.6% | +14.1% | +1.5% | +12.4% |
| 3Y | +56.3% | +1.4% | +54.9% | +52.0% |
| 5Y | +39.5% | -73.1% | +112.7% | +58.5% |
| All | +481.9% | +208.0% | +273.9% | +378.5% |
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