+648.6%
P vs MTCH
+203.9%
+444.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -14.0% | +13.6% | -27.6% | -17.6% |
| 3M | +41.4% | +22.4% | +19.0% | +31.2% |
| 6M | +54.2% | +37.2% | +17.0% | +37.0% |
| YTD | +40.4% | +31.8% | +8.6% | +26.1% |
| 1Y | +16.0% | +12.9% | +3.1% | +9.5% |
| 3Y | +140.7% | -1.1% | +141.8% | +128.1% |
| 5Y | +256.3% | -73.5% | +329.8% | +396.0% |
| All | +648.6% | +203.9% | +444.7% | +354.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling