+554.8%
XYZ vs MTCH
+225.4%
+329.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -4.2% |
| 7D | +12.6% | +3.7% | +8.9% | +10.8% |
| 30D | +10.8% | -2.8% | +13.6% | +12.2% |
| 3M | +8.4% | +9.3% | -0.9% | +3.0% |
| 6M | +14.3% | +9.2% | +5.2% | +8.4% |
| YTD | +31.5% | +26.5% | +5.0% | +15.7% |
| 1Y | +28.1% | +22.6% | +5.5% | +14.4% |
| 3Y | +66.2% | +40.8% | +25.4% | +32.8% |
| 5Y | -62.3% | -72.9% | +10.5% | -34.4% |
| 10Y | +634.6% | +152.4% | +482.2% | +571.1% |
| All | +554.8% | +225.4% | +329.4% | +477.0% |
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 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