+599.1%
XYZ vs MTCH
+208.0%
+391.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -4.3% | +1.3% | -5.6% | -4.9% |
| 30D | +1.2% | +15.9% | -14.7% | -6.9% |
| 3M | +14.6% | +23.3% | -8.6% | +1.7% |
| 6M | +22.6% | +40.1% | -17.6% | +1.5% |
| YTD | +21.7% | +33.6% | -11.9% | +3.3% |
| 1Y | +6.7% | +14.1% | -7.4% | -1.7% |
| 3Y | +46.8% | +1.4% | +45.4% | +37.0% |
| 5Y | -68.0% | -73.1% | +5.1% | -41.6% |
| All | +599.1% | +208.0% | +391.1% | +499.0% |
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 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