+247.2%
AMAT vs MTCH
-72.9%
+320.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | +9.7% | -24.5% | -17.6% |
| 3M | -9.3% | +21.1% | -30.3% | -15.8% |
| 6M | +27.4% | +37.5% | -10.1% | +12.7% |
| YTD | +77.6% | +31.9% | +45.6% | +58.7% |
| 1Y | +188.9% | +14.6% | +174.4% | +170.6% |
| 3Y | +202.3% | -6.2% | +208.4% | +192.4% |
| All | +247.2% | -72.9% | +320.1% | +422.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling