+455.3%
PL vs MTCH
+38.9%
+416.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.6% |
| 7D | -6.8% | -5.7% | -1.1% | -4.5% |
| 30D | -29.3% | -4.5% | -24.8% | -28.4% |
| 3M | -44.8% | +7.1% | -51.9% | -47.9% |
| 6M | -68.4% | +3.8% | -72.2% | -69.9% |
| YTD | -36.4% | +23.6% | -60.0% | -46.4% |
| 1Y | +0.7% | +22.2% | -21.5% | -14.8% |
| 3Y | +455.3% | +43.6% | +411.7% | +295.8% |
| All | +455.3% | +38.9% | +416.4% | +295.8% |
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