+30.2%
OMC vs MTCH
-73.3%
+103.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -4.4% | +1.3% | -5.6% | -4.6% |
| 30D | -7.6% | +15.9% | -23.5% | -10.7% |
| 3M | +4.5% | +23.3% | -18.8% | -0.5% |
| 6M | -0.3% | +40.1% | -40.4% | -7.9% |
| YTD | -0.1% | +33.6% | -33.7% | -6.7% |
| 1Y | +4.6% | +14.1% | -9.4% | +0.7% |
| 3Y | +10.5% | +1.4% | +9.0% | +5.9% |
| All | +30.2% | -73.3% | +103.5% | +49.9% |
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