+85.0%
PR vs MTCH
-2.6%
+87.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +18.0% | +9.7% | +8.3% | +16.7% |
| 3M | +16.9% | +21.1% | -4.2% | +13.8% |
| 6M | +28.2% | +37.5% | -9.3% | +22.3% |
| YTD | +69.3% | +31.9% | +37.4% | +62.1% |
| 1Y | +69.5% | +14.6% | +55.0% | +65.8% |
| All | +85.0% | -2.6% | +87.7% | +71.6% |
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