+31,987.2%
AVGO vs MTCH
+776.2%
+31,211.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | -13.7% | +12.8% | -26.5% | -16.7% |
| 3M | -6.9% | +20.0% | -26.9% | -12.0% |
| 6M | +5.8% | +34.7% | -28.9% | -3.2% |
| YTD | +5.7% | +30.6% | -24.9% | -2.8% |
| 1Y | +9.0% | +10.9% | -1.9% | +4.6% |
| 3Y | +340.5% | -2.0% | +342.6% | +322.8% |
| 5Y | +711.1% | -72.6% | +783.7% | +936.0% |
| 10Y | +2,856.4% | +197.9% | +2,658.5% | +1,670.6% |
| All | +31,987.2% | +776.2% | +31,211.0% | +9,596.6% |
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