+2,926.4%
V vs MTCH
+782.1%
+2,144.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +2.0% | +9.7% | -7.8% | -0.4% |
| 3M | +17.4% | +21.1% | -3.7% | +11.7% |
| 6M | +17.5% | +37.5% | -20.0% | +8.0% |
| YTD | +7.6% | +31.9% | -24.3% | -0.3% |
| 1Y | +7.7% | +14.6% | -6.8% | +3.0% |
| 3Y | +54.7% | -6.2% | +60.8% | +50.0% |
| 5Y | +73.0% | -70.6% | +143.6% | +115.6% |
| 10Y | +390.9% | +185.6% | +205.3% | +183.3% |
| All | +2,926.4% | +782.1% | +2,144.3% | +757.2% |
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