+73.9%
PL vs MTCH
-71.4%
+145.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | -13.9% | -2.4% | -11.5% | -12.9% |
| 30D | -25.5% | +12.8% | -38.3% | -29.8% |
| 3M | -44.8% | +20.0% | -64.7% | -49.9% |
| 6M | -33.3% | +34.7% | -68.0% | -42.7% |
| YTD | -12.7% | +30.6% | -43.2% | -24.7% |
| 1Y | +90.9% | +10.9% | +80.0% | +77.8% |
| 3Y | +528.5% | -2.0% | +530.5% | +499.9% |
| 5Y | +72.7% | -72.6% | +145.4% | +141.5% |
| All | +73.9% | -71.4% | +145.3% | +143.0% |
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