+40.3%
RUN vs MTCH
+208.0%
-167.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.5% |
| 7D | -3.7% | +1.3% | -5.0% | -4.5% |
| 30D | -13.0% | +15.9% | -28.9% | -20.0% |
| 3M | -31.8% | +23.3% | -55.1% | -39.5% |
| 6M | -32.2% | +40.1% | -72.4% | -44.5% |
| YTD | -53.5% | +33.6% | -87.1% | -60.8% |
| 1Y | -46.5% | +14.1% | -60.6% | -51.1% |
| 3Y | -37.6% | +1.4% | -39.0% | -40.6% |
| 5Y | -80.9% | -73.1% | -7.7% | -66.8% |
| All | +40.3% | +208.0% | -167.7% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling