+32.0%
Q vs MTCH
+28.4%
+3.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +6.6% | -2.4% | +9.0% | +6.9% |
| 30D | -6.6% | +12.8% | -19.4% | -8.5% |
| 3M | -13.2% | +20.0% | -33.2% | -16.5% |
| 6M | +9.9% | +34.7% | -24.8% | +1.2% |
| YTD | +53.9% | +30.6% | +23.4% | +43.9% |
| All | +32.0% | +28.4% | +3.6% | +23.0% |
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