+169.5%
PR vs MTCH
+322.2%
-152.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 6M | +28.2% | +37.5% | -9.3% | +22.8% |
| YTD | +69.3% | +31.9% | +37.4% | +62.7% |
| 1Y | +69.5% | +14.6% | +55.0% | +65.6% |
| 3Y | +81.7% | -6.2% | +87.8% | +78.7% |
| 5Y | +422.2% | -70.6% | +492.8% | +448.4% |
| 10Y | +110.4% | +185.6% | -75.2% | +137.1% |
| All | +169.5% | +322.2% | -152.7% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling