+44.1%
PL vs MTCH
-72.3%
+116.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | +5.6% | +3.7% | +1.9% | +3.8% |
| 30D | -16.9% | -2.8% | -14.1% | -16.6% |
| 3M | -38.2% | +9.3% | -47.5% | -41.5% |
| 6M | -63.4% | +9.2% | -72.6% | -65.7% |
| YTD | -27.6% | +26.5% | -54.1% | -37.3% |
| 1Y | +6.6% | +22.6% | -16.0% | -6.4% |
| 3Y | +557.6% | +40.8% | +516.8% | +441.4% |
| 5Y | +39.5% | -72.9% | +112.4% | +96.0% |
| All | +44.1% | -72.3% | +116.4% | +102.4% |
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