+142.7%
AMAT vs MTCH
+38.9%
+103.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | -5.7% | -9.0% | -13.9% |
| 30D | -36.1% | -4.5% | -31.6% | -35.8% |
| 3M | -36.9% | +7.1% | -44.0% | -38.3% |
| 6M | -22.2% | +3.8% | -26.0% | -23.8% |
| YTD | +29.9% | +23.6% | +6.3% | +21.2% |
| 1Y | +43.3% | +22.2% | +21.0% | +34.0% |
| 3Y | +142.7% | +43.6% | +99.1% | +106.9% |
| All | +142.7% | +38.9% | +103.8% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling