+268.9%
P vs MTCH
-72.5%
+341.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | +5.0% | -2.4% | +7.4% | +5.8% |
| 30D | -0.9% | +12.8% | -13.7% | -4.8% |
| 3M | +38.7% | +20.0% | +18.7% | +29.6% |
| 6M | +54.4% | +34.7% | +19.7% | +38.0% |
| YTD | +44.8% | +30.6% | +14.3% | +30.5% |
| 1Y | +22.5% | +10.9% | +11.6% | +16.4% |
| 3Y | +148.2% | -2.0% | +150.3% | +136.4% |
| 5Y | +268.9% | -72.6% | +341.5% | +412.8% |
| All | +268.9% | -72.5% | +341.4% | +412.8% |
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