+66.6%
PR vs MTCH
+166.1%
-99.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -16.4% | -5.7% | -10.7% | -15.8% |
| 30D | -1.9% | -4.5% | +2.6% | -1.5% |
| 3M | +8.0% | +7.1% | +0.8% | +6.8% |
| 6M | +4.1% | +3.8% | +0.3% | +3.1% |
| YTD | +58.7% | +23.6% | +35.1% | +53.0% |
| 1Y | +75.8% | +22.2% | +53.6% | +69.7% |
| 3Y | +73.2% | +43.6% | +29.6% | +60.9% |
| 5Y | +230.1% | -74.6% | +304.7% | +255.0% |
| All | +66.6% | +166.1% | -99.5% | +90.8% |
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 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