-28.3%
ON vs MTCH
-2.2%
-26.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.3% |
| 30D | -13.5% | +13.6% | -27.1% | -17.4% |
| 3M | -36.3% | +22.4% | -58.7% | -41.6% |
| 6M | +17.8% | +37.2% | -19.4% | +2.7% |
| YTD | +29.6% | +31.8% | -2.2% | +14.4% |
| 1Y | +45.8% | +12.9% | +32.9% | +36.5% |
| All | -28.3% | -2.2% | -26.1% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling