+2,770.9%
AVGO vs MTCH
+208.0%
+2,562.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | +1.1% | +1.3% | -0.1% | +0.8% |
| 30D | -13.0% | +15.9% | -28.9% | -16.3% |
| 3M | -6.0% | +23.3% | -29.2% | -11.4% |
| 6M | +6.4% | +40.1% | -33.8% | -3.2% |
| YTD | +5.0% | +33.6% | -28.6% | -3.6% |
| 1Y | +1.4% | +14.1% | -12.7% | -3.2% |
| 3Y | +336.8% | +1.4% | +335.4% | +316.3% |
| 5Y | +698.2% | -73.1% | +771.3% | +902.6% |
| All | +2,770.9% | +208.0% | +2,562.9% | +2,050.4% |
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