-37.5%
U vs MTCH
-60.2%
+22.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.9% |
| 7D | +4.5% | -1.8% | +6.3% | +5.8% |
| 30D | -0.6% | +10.4% | -11.0% | -7.9% |
| 3M | +48.4% | +21.0% | +27.4% | +27.2% |
| 6M | +115.4% | +36.6% | +78.7% | +68.7% |
| YTD | -3.2% | +29.7% | -32.9% | -20.6% |
| 1Y | -6.0% | +8.6% | -14.6% | -12.0% |
| 3Y | +13.5% | -2.7% | +16.2% | +7.6% |
| 5Y | -68.0% | -72.9% | +4.9% | -30.6% |
| All | -37.5% | -60.2% | +22.8% | +17.3% |
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