+533.2%
XYZ vs MTCH
+239.3%
+293.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -1.0% | +0.7% | -1.6% | -1.4% |
| 30D | -1.7% | +9.7% | -11.4% | -6.4% |
| 3M | +16.7% | +21.1% | -4.3% | +5.3% |
| 6M | +26.9% | +37.5% | -10.6% | +7.4% |
| YTD | +27.1% | +31.9% | -4.8% | +9.8% |
| 1Y | +9.3% | +14.6% | -5.3% | +1.0% |
| 3Y | +42.3% | -6.2% | +48.4% | +39.2% |
| 5Y | -69.3% | -70.6% | +1.3% | -48.6% |
| 10Y | +586.8% | +185.6% | +401.2% | +506.7% |
| All | +533.2% | +239.3% | +293.9% | +447.8% |
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 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