+338.5%
RF vs MTCH
+188.8%
+149.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -0.1% | -2.4% | +2.2% | +0.4% |
| 30D | -4.0% | +12.8% | -16.8% | -6.4% |
| 3M | +5.6% | +20.0% | -14.4% | +1.4% |
| 6M | +13.1% | +34.7% | -21.7% | +5.8% |
| YTD | +13.6% | +30.6% | -17.0% | +6.8% |
| 1Y | +16.0% | +10.9% | +5.0% | +12.6% |
| 3Y | +90.2% | -2.0% | +92.2% | +85.1% |
| 5Y | +87.0% | -72.6% | +159.6% | +116.4% |
| 10Y | +338.5% | +197.9% | +140.6% | +251.2% |
| All | +338.5% | +188.8% | +149.7% | +251.2% |
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 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