+604.4%
RF vs MTCH
+14,793.4%
-14,188.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -1.0% | +1.3% | -2.2% | -1.2% |
| 30D | -3.7% | +15.9% | -19.6% | -6.1% |
| 3M | +5.3% | +23.3% | -17.9% | +1.5% |
| 6M | +17.2% | +40.1% | -22.9% | +10.4% |
| YTD | +14.5% | +33.6% | -19.1% | +8.5% |
| 1Y | +15.9% | +14.1% | +1.9% | +12.7% |
| 3Y | +91.2% | +1.4% | +89.8% | +86.7% |
| 5Y | +90.0% | -73.1% | +163.2% | +121.1% |
| 10Y | +342.0% | +204.8% | +137.2% | +230.4% |
| All | +604.4% | +14,793.4% | -14,188.9% | +351.4% |
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