+422.7%
PR vs MTCH
-73.0%
+495.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -0.6% | -1.8% | +1.2% | -0.2% |
| 30D | +17.4% | +10.4% | +6.9% | +14.9% |
| 3M | +21.8% | +21.0% | +0.8% | +16.3% |
| 6M | +27.6% | +36.6% | -9.0% | +18.1% |
| YTD | +71.4% | +29.7% | +41.8% | +60.1% |
| 1Y | +78.3% | +8.6% | +69.7% | +73.2% |
| 3Y | +85.5% | -2.7% | +88.2% | +79.6% |
| 5Y | +422.7% | -72.9% | +495.6% | +514.2% |
| All | +422.7% | -73.0% | +495.7% | +514.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling