-18.3%
RUN vs MTCH
+105.9%
-124.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.9% |
| 7D | -1.8% | -2.4% | +0.6% | -0.7% |
| 30D | -10.8% | +12.8% | -23.6% | -16.3% |
| 3M | -30.2% | +20.0% | -50.1% | -36.6% |
| 6M | -22.3% | +34.7% | -57.1% | -34.1% |
| YTD | -52.2% | +30.6% | -82.7% | -58.6% |
| 1Y | -45.1% | +10.9% | -56.0% | -48.7% |
| 3Y | -37.1% | -2.0% | -35.1% | -38.7% |
| 5Y | -80.3% | -72.6% | -7.6% | -67.7% |
| 10Y | +45.2% | +197.9% | -152.7% | +19.0% |
| All | -18.3% | +105.9% | -124.2% | +3.0% |
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