-80.8%
PATH vs MTCH
-68.5%
-12.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +2.1% | +6.7% | -4.6% | -1.5% |
| 30D | +1.6% | -1.8% | +3.4% | +2.2% |
| 3M | -20.4% | +12.2% | -32.7% | -26.0% |
| 6M | +40.1% | +16.6% | +23.5% | +27.7% |
| YTD | -19.0% | +31.8% | -50.9% | -31.2% |
| 1Y | -5.8% | +30.8% | -36.7% | -19.5% |
| 3Y | -22.9% | +49.6% | -72.6% | -43.5% |
| 5Y | -75.3% | -70.3% | -4.9% | -58.1% |
| All | -80.8% | -68.5% | -12.3% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling