-81.2%
PATH vs MTCH
-70.3%
-10.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.5% |
| 7D | -2.7% | -6.6% | +3.9% | +0.8% |
| 30D | -3.7% | -4.4% | +0.6% | -1.8% |
| 3M | -13.8% | +6.0% | -19.8% | -17.1% |
| 6M | +20.3% | +7.4% | +12.9% | +14.6% |
| YTD | -20.8% | +24.5% | -45.3% | -30.5% |
| 1Y | -9.2% | +22.3% | -31.5% | -19.5% |
| 3Y | -21.8% | +42.4% | -64.1% | -41.0% |
| 5Y | -77.4% | -73.6% | -3.9% | -60.0% |
| All | -81.2% | -70.3% | -10.9% | -68.3% |
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