+547.6%
P vs MTCH
+134.5%
+413.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +17.8% | +6.7% | +11.1% | +15.6% |
| 30D | -29.9% | -1.4% | -28.5% | -29.9% |
| 3M | -1.2% | +14.8% | -16.0% | -5.8% |
| 6M | +32.1% | +19.4% | +12.7% | +23.5% |
| YTD | +64.3% | +32.3% | +32.0% | +47.9% |
| 1Y | +24.3% | +29.5% | -5.2% | +12.6% |
| 3Y | +203.2% | +47.2% | +156.0% | +155.7% |
| 5Y | +290.4% | -70.2% | +360.7% | +407.8% |
| 10Y | +680.9% | +156.0% | +524.9% | +464.8% |
| All | +547.6% | +134.5% | +413.1% | +328.6% |
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