+5,367.1%
O vs MTCH
+5,211.0%
+156.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.6% | -1.8% | +1.3% | -0.3% |
| 30D | -2.0% | +10.4% | -12.4% | -3.2% |
| 3M | +3.0% | +21.0% | -18.0% | +0.4% |
| 6M | -3.6% | +36.6% | -40.3% | -7.6% |
| YTD | +12.1% | +29.7% | -17.6% | +7.9% |
| 1Y | +8.9% | +8.6% | +0.3% | +7.1% |
| 3Y | +30.3% | -2.7% | +33.0% | +27.8% |
| 5Y | +13.7% | -72.9% | +86.6% | +26.6% |
| 10Y | +50.3% | +185.0% | -134.7% | +19.1% |
| All | +5,367.1% | +5,211.0% | +156.1% | +3,255.4% |
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