+488.3%
PL vs MTCH
-2.6%
+491.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.5% |
| 7D | -9.3% | +0.7% | -10.0% | -9.7% |
| 30D | -18.9% | +9.7% | -28.7% | -23.5% |
| 3M | -58.4% | +21.1% | -79.4% | -63.3% |
| 6M | -30.3% | +37.5% | -67.8% | -43.3% |
| YTD | -8.1% | +31.9% | -40.0% | -24.2% |
| 1Y | +180.5% | +14.6% | +165.9% | +154.3% |
| All | +488.3% | -2.6% | +491.0% | +438.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling