+86.2%
PR vs MTCH
+188.8%
-102.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.8% | -2.4% | +1.5% | -0.5% |
| 30D | +11.3% | +12.8% | -1.5% | +9.5% |
| 3M | +24.1% | +20.0% | +4.1% | +20.9% |
| 6M | +25.4% | +34.7% | -9.3% | +20.0% |
| YTD | +71.2% | +30.6% | +40.7% | +64.3% |
| 1Y | +78.6% | +10.9% | +67.7% | +75.0% |
| 3Y | +85.2% | -2.0% | +87.3% | +81.0% |
| 5Y | +419.0% | -72.6% | +491.6% | +452.6% |
| 10Y | +86.2% | +197.9% | -111.6% | +108.8% |
| All | +86.2% | +188.8% | -102.5% | +108.8% |
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