+468.0%
UUUU vs MTCH
+208.0%
+260.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.4% |
| 7D | -10.5% | +1.3% | -11.8% | -10.9% |
| 30D | -10.5% | +15.9% | -26.4% | -14.6% |
| 3M | -14.1% | +23.3% | -37.4% | -20.0% |
| 6M | -35.5% | +40.1% | -75.6% | -42.4% |
| YTD | -10.9% | +33.6% | -44.5% | -20.1% |
| 1Y | +3.4% | +14.1% | -10.7% | -2.7% |
| 3Y | +73.1% | +1.4% | +71.7% | +62.0% |
| 5Y | +87.1% | -73.1% | +160.3% | +153.2% |
| All | +468.0% | +208.0% | +260.0% | +378.8% |
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