+379.9%
CSCO vs MTCH
+208.0%
+171.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | -9.5% | +15.9% | -25.4% | -11.6% |
| 3M | -7.6% | +23.3% | -30.9% | -10.9% |
| 6M | +44.9% | +40.1% | +4.7% | +36.7% |
| YTD | +47.7% | +33.6% | +14.1% | +40.2% |
| 1Y | +69.1% | +14.1% | +55.0% | +64.4% |
| 3Y | +113.5% | +1.4% | +112.1% | +106.9% |
| 5Y | +122.8% | -73.1% | +195.9% | +157.6% |
| All | +379.9% | +208.0% | +171.9% | +261.3% |
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 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