+196.2%
ON vs MTCH
+611.0%
-414.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.7% |
| 7D | -2.2% | -1.8% | -0.3% | -1.4% |
| 30D | -12.4% | +10.4% | -22.9% | -16.3% |
| 3M | -41.2% | +21.0% | -62.2% | -46.7% |
| 6M | +25.0% | +36.6% | -11.6% | +7.4% |
| YTD | +31.3% | +29.7% | +1.6% | +14.8% |
| 1Y | +45.4% | +8.6% | +36.8% | +36.9% |
| 3Y | -27.4% | -2.7% | -24.7% | -31.4% |
| 5Y | +58.5% | -72.9% | +131.4% | +140.8% |
| 10Y | +561.8% | +185.0% | +376.8% | +218.3% |
| All | +196.2% | +611.0% | -414.9% | -29.5% |
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 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