+569.6%
RF vs MTCH
+14,599.3%
-14,029.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.9% |
| 7D | -1.3% | +3.5% | -4.9% | -1.9% |
| 30D | +4.6% | +0.3% | +4.4% | +4.4% |
| 3M | -8.4% | +13.7% | -22.1% | -10.6% |
| 6M | +8.9% | +17.6% | -8.7% | +5.5% |
| YTD | +8.8% | +31.8% | -23.0% | +3.2% |
| 1Y | +18.9% | +29.2% | -10.3% | +13.1% |
| 3Y | +116.0% | +46.7% | +69.3% | +99.1% |
| 5Y | +46.0% | -70.9% | +116.9% | +68.0% |
| 10Y | +231.7% | +155.1% | +76.7% | +154.9% |
| All | +569.6% | +14,599.3% | -14,029.7% | +329.3% |
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 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