+165.0%
W vs MTCH
+146.9%
+18.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | +6.5% | -1.8% | +8.3% | +7.5% |
| 30D | -6.2% | +10.4% | -16.7% | -11.6% |
| 3M | +48.9% | +21.0% | +27.9% | +34.0% |
| 6M | +31.2% | +36.6% | -5.4% | +10.2% |
| YTD | -0.4% | +29.7% | -30.1% | -14.8% |
| 1Y | +14.8% | +8.6% | +6.2% | +8.6% |
| 3Y | +40.5% | -2.7% | +43.2% | +37.7% |
| 5Y | -62.1% | -72.9% | +10.8% | -32.2% |
| 10Y | +141.5% | +185.0% | -43.5% | +98.6% |
| All | +165.0% | +146.9% | +18.1% | +122.6% |
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 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