+59.8%
ON vs MTCH
-73.3%
+133.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.9% |
| 7D | +2.4% | +1.3% | +1.1% | +1.9% |
| 30D | -8.6% | +15.9% | -24.5% | -14.5% |
| 3M | -34.3% | +23.3% | -57.6% | -41.2% |
| 6M | +28.5% | +40.1% | -11.6% | +8.2% |
| YTD | +40.6% | +33.6% | +7.0% | +20.4% |
| 1Y | +55.3% | +14.1% | +41.2% | +42.7% |
| 3Y | -22.2% | +1.4% | -23.6% | -28.1% |
| All | +59.8% | -73.3% | +133.1% | +156.5% |
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