-68.4%
XYZ vs MTCH
-72.5%
+4.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | -3.7% | -2.4% | -1.3% | -2.1% |
| 30D | +0.5% | +12.8% | -12.3% | -7.6% |
| 3M | +16.3% | +20.0% | -3.7% | +1.9% |
| 6M | +21.1% | +34.7% | -13.6% | -1.8% |
| YTD | +22.0% | +30.6% | -8.6% | +0.7% |
| 1Y | +5.2% | +10.9% | -5.8% | -3.5% |
| 3Y | +49.6% | -2.0% | +51.6% | +40.2% |
| 5Y | -68.4% | -72.6% | +4.2% | -21.3% |
| All | -68.4% | -72.5% | +4.1% | -21.3% |
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