+584.9%
XYZ vs MTCH
+142.9%
+442.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -1.1% | +6.7% | -7.7% | -4.7% |
| 30D | +11.5% | -1.8% | +13.3% | +12.3% |
| 3M | +1.8% | +12.2% | -10.4% | -5.3% |
| 6M | +21.2% | +16.6% | +4.6% | +10.1% |
| YTD | +29.9% | +31.8% | -1.9% | +10.1% |
| 1Y | +35.8% | +30.8% | +4.9% | +15.4% |
| 3Y | +62.6% | +49.6% | +13.0% | +22.0% |
| 5Y | -62.8% | -70.3% | +7.6% | -33.6% |
| All | +584.9% | +142.9% | +442.0% | +406.8% |
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