+16.0%
RF vs MTCH
+9.3%
+6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.1% | -2.4% | +2.2% | +0.4% |
| 30D | -4.0% | +12.8% | -16.8% | -6.8% |
| 3M | +5.6% | +20.0% | -14.4% | +0.7% |
| 6M | +13.1% | +34.7% | -21.7% | +3.0% |
| YTD | +13.6% | +30.6% | -17.0% | +4.6% |
| 1Y | +16.0% | +10.9% | +5.0% | +12.3% |
| All | +16.0% | +9.3% | +6.6% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling