-55.9%
W vs MTCH
-70.4%
+14.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.2% | +6.7% | -6.5% | -5.1% |
| 30D | +6.8% | -1.8% | +8.6% | +8.0% |
| 3M | +10.7% | +12.2% | -1.6% | -0.6% |
| 6M | +86.3% | +16.6% | +69.7% | +63.2% |
| YTD | +11.5% | +31.8% | -20.4% | -13.9% |
| 1Y | +5.1% | +30.8% | -25.7% | -18.3% |
| 3Y | +171.0% | +49.6% | +121.4% | +76.7% |
| All | -55.9% | -70.4% | +14.5% | +12.6% |
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