+108.4%
CSCO vs MTCH
-3.1%
+111.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -10.7% | +12.8% | -23.5% | -12.1% |
| 3M | -8.7% | +20.0% | -28.7% | -11.1% |
| 6M | +44.9% | +34.7% | +10.2% | +38.3% |
| YTD | +44.1% | +30.6% | +13.6% | +38.1% |
| 1Y | +65.9% | +10.9% | +54.9% | +62.4% |
| All | +108.4% | -3.1% | +111.5% | +97.0% |
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