+42.1%
RF vs MTCH
-74.5%
+116.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -0.9% | -5.7% | +4.8% | +0.5% |
| 30D | +6.0% | -4.5% | +10.5% | +7.0% |
| 3M | -8.9% | +7.1% | -16.0% | -10.9% |
| 6M | +2.3% | +3.8% | -1.4% | +0.5% |
| YTD | +7.6% | +23.6% | -16.1% | +0.4% |
| 1Y | +21.2% | +22.2% | -1.1% | +13.4% |
| 3Y | +108.5% | +43.6% | +64.9% | +83.5% |
| All | +42.1% | -74.5% | +116.7% | +92.6% |
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 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