+50.9%
XYZ vs MTCH
-3.6%
+54.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +2.9% | -1.8% | +4.7% | +3.8% |
| 30D | +1.4% | +10.4% | -9.0% | -3.7% |
| 3M | +14.6% | +21.0% | -6.4% | +3.7% |
| 6M | +20.8% | +36.6% | -15.9% | +3.3% |
| YTD | +23.1% | +29.7% | -6.6% | +7.8% |
| 1Y | +5.6% | +8.6% | -3.0% | 0.0% |
| 3Y | +50.9% | -2.7% | +53.6% | +42.7% |
| All | +50.9% | -3.6% | +54.5% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling