+1,362.0%
AMAT vs MTCH
+143.8%
+1,218.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -3.9% | -3.7% |
| 7D | +19.3% | +6.7% | +12.6% | +17.0% |
| 30D | -17.9% | -1.4% | -16.6% | -17.9% |
| 3M | -30.4% | +14.8% | -45.2% | -34.2% |
| 6M | -11.4% | +19.4% | -30.8% | -18.0% |
| YTD | +48.8% | +32.3% | +16.4% | +32.2% |
| 1Y | +66.0% | +29.5% | +36.5% | +48.6% |
| 3Y | +158.8% | +47.2% | +111.6% | +112.8% |
| 5Y | +153.2% | -70.2% | +223.4% | +241.5% |
| All | +1,362.0% | +143.8% | +1,218.3% | +838.4% |
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