+96.6%
AMCR vs MTCH
+234.7%
-138.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -5.0% | -1.4% | -3.5% | -4.8% |
| 30D | -8.0% | +13.6% | -21.6% | -9.3% |
| 3M | +14.3% | +22.4% | -8.1% | +11.7% |
| 6M | +5.3% | +37.2% | -31.8% | +1.7% |
| YTD | +7.7% | +31.8% | -24.1% | +4.3% |
| 1Y | +10.8% | +12.9% | -2.1% | +8.9% |
| 3Y | +9.6% | -1.1% | +10.7% | +7.6% |
| 5Y | -10.2% | -73.5% | +63.3% | -4.9% |
| 10Y | +16.5% | +200.7% | -184.2% | +14.5% |
| All | +96.6% | +234.7% | -138.1% | +88.3% |
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