+576.4%
RF vs MTCH
+13,776.5%
-13,200.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -0.1% | -6.6% | +6.4% | +0.9% |
| 30D | +7.0% | -4.4% | +11.4% | +7.7% |
| 3M | -7.0% | +6.0% | -13.0% | -8.1% |
| 6M | +6.8% | +7.4% | -0.7% | +5.1% |
| YTD | +9.9% | +24.5% | -14.6% | +5.3% |
| 1Y | +21.1% | +22.3% | -1.1% | +16.3% |
| 3Y | +119.6% | +42.4% | +77.2% | +103.5% |
| 5Y | +46.2% | -73.6% | +119.7% | +70.8% |
| 10Y | +261.5% | +148.4% | +113.1% | +179.2% |
| All | +576.4% | +13,776.5% | -13,200.2% | +337.9% |
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