+4.3%
O vs MTCH
+14.2%
-9.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -2.9% | +1.3% | -4.1% | -2.9% |
| 30D | -4.5% | +15.9% | -20.4% | -5.1% |
| 3M | -2.6% | +23.3% | -25.9% | -3.4% |
| 6M | -5.6% | +40.1% | -45.8% | -6.2% |
| YTD | +9.3% | +33.6% | -24.3% | +8.4% |
| 1Y | +4.3% | +14.1% | -9.8% | +3.2% |
| All | +4.3% | +14.2% | -9.9% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling