+54,382.6%
AMAT vs MTCH
+14,607.1%
+39,775.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.2% |
| 3M | -9.3% | +21.1% | -30.3% | -14.6% |
| 6M | +27.4% | +37.5% | -10.1% | +15.6% |
| YTD | +77.6% | +31.9% | +45.6% | +62.3% |
| 1Y | +188.9% | +14.6% | +174.4% | +174.1% |
| 3Y | +202.3% | -6.2% | +208.4% | +192.3% |
| 5Y | +248.9% | -70.6% | +319.5% | +344.3% |
| 10Y | +1,585.2% | +185.6% | +1,399.6% | +1,010.7% |
| All | +54,382.6% | +14,607.1% | +39,775.5% | +21,296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling