+7,765.4%
AMD vs MTCH
+142.9%
+7,622.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.6% |
| 7D | +18.9% | +6.7% | +12.3% | +16.3% |
| 30D | -6.4% | -1.8% | -4.6% | -6.1% |
| 3M | +10.6% | +12.2% | -1.7% | +5.2% |
| 6M | +19.9% | +16.6% | +3.3% | +11.5% |
| YTD | +149.4% | +31.8% | +117.5% | +119.7% |
| 1Y | +115.4% | +30.8% | +84.5% | +90.1% |
| 3Y | +357.3% | +49.6% | +307.6% | +265.7% |
| 5Y | +261.1% | -70.3% | +331.5% | +413.4% |
| All | +7,765.4% | +142.9% | +7,622.5% | +4,886.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling