+535.2%
P vs MTCH
+133.7%
+401.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | +11.6% | +6.7% | +5.0% | +9.5% |
| 30D | -23.7% | -1.8% | -21.9% | -23.6% |
| 3M | -8.0% | +12.2% | -20.2% | -11.7% |
| 6M | +27.9% | +16.6% | +11.3% | +20.4% |
| YTD | +61.2% | +31.8% | +29.3% | +45.2% |
| 1Y | +28.6% | +30.8% | -2.2% | +16.1% |
| 3Y | +200.5% | +49.6% | +150.8% | +152.1% |
| 5Y | +282.9% | -70.3% | +353.3% | +398.6% |
| 10Y | +665.9% | +155.1% | +510.8% | +454.5% |
| All | +535.2% | +133.7% | +401.5% | +320.9% |
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