-63.2%
W vs MTCH
-73.3%
+10.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.1% |
| 7D | -0.9% | +1.3% | -2.1% | -1.9% |
| 30D | -4.2% | +15.9% | -20.1% | -15.4% |
| 3M | +26.9% | +23.3% | +3.6% | +7.1% |
| 6M | +31.2% | +40.1% | -8.9% | -0.2% |
| YTD | -1.8% | +33.6% | -35.4% | -23.7% |
| 1Y | +9.3% | +14.1% | -4.8% | -3.6% |
| 3Y | +33.2% | +1.4% | +31.8% | +22.7% |
| All | -63.2% | -73.3% | +10.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling