+41.6%
NYT vs MTCH
-73.3%
+114.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +4.6% | +15.9% | -11.3% | +0.5% |
| 3M | -9.6% | +23.3% | -32.9% | -14.3% |
| 6M | -14.0% | +40.1% | -54.1% | -21.3% |
| YTD | -2.8% | +33.6% | -36.4% | -10.3% |
| 1Y | +15.6% | +14.1% | +1.5% | +11.0% |
| 3Y | +56.3% | +1.4% | +54.9% | +50.8% |
| All | +41.6% | -73.3% | +114.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling