+336.8%
AVGO vs MTCH
-0.9%
+337.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.2% |
| 3M | -6.0% | +23.3% | -29.2% | -11.4% |
| 6M | +6.4% | +40.1% | -33.8% | -3.4% |
| YTD | +5.0% | +33.6% | -28.6% | -3.7% |
| 1Y | +1.4% | +14.1% | -12.7% | -3.1% |
| 3Y | +336.8% | +1.4% | +335.4% | +314.3% |
| All | +336.8% | -0.9% | +337.7% | +314.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling