-22.2%
AMAT vs MTCH
+8.7%
-30.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.1% |
| 7D | -14.7% | -5.7% | -9.0% | -15.7% |
| 30D | -36.1% | -4.5% | -31.6% | -36.4% |
| 3M | -36.9% | +7.1% | -44.0% | -36.2% |
| 6M | -22.2% | +3.8% | -26.0% | -18.6% |
| All | -22.2% | +8.7% | -30.9% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling