+680.1%
NYT vs MTCH
+14,793.4%
-14,113.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | +4.6% | +15.9% | -11.3% | +2.3% |
| 3M | -9.6% | +23.3% | -32.9% | -12.3% |
| 6M | -14.0% | +40.1% | -54.1% | -18.2% |
| YTD | -2.8% | +33.6% | -36.4% | -7.1% |
| 1Y | +15.6% | +14.1% | +1.5% | +13.0% |
| 3Y | +56.3% | +1.4% | +54.9% | +53.0% |
| 5Y | +39.5% | -73.1% | +112.7% | +59.5% |
| 10Y | +488.0% | +204.8% | +283.2% | +356.8% |
| All | +680.1% | +14,793.4% | -14,113.3% | +406.4% |
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