+1,278.0%
AAPL vs MTCH
+208.0%
+1,070.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.4% |
| 7D | +3.8% | +1.3% | +2.6% | +3.6% |
| 30D | +9.9% | +15.9% | -6.0% | +6.2% |
| 3M | +12.5% | +23.3% | -10.8% | +6.9% |
| 6M | +27.6% | +40.1% | -12.5% | +17.4% |
| YTD | +22.6% | +33.6% | -11.0% | +13.7% |
| 1Y | +45.0% | +14.1% | +30.9% | +39.2% |
| 3Y | +87.8% | +1.4% | +86.3% | +79.8% |
| 5Y | +128.7% | -73.1% | +201.8% | +183.1% |
| All | +1,278.0% | +208.0% | +1,070.0% | +966.6% |
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