+13,791.6%
CSCO vs MTCH
+14,357.7%
-566.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -0.5% | -1.8% | +1.3% | -0.1% |
| 30D | -10.1% | +10.4% | -20.5% | -12.1% |
| 3M | -11.7% | +21.0% | -32.7% | -15.8% |
| 6M | +40.1% | +36.6% | +3.5% | +29.9% |
| YTD | +43.8% | +29.7% | +14.1% | +34.5% |
| 1Y | +66.6% | +8.6% | +58.0% | +61.7% |
| 3Y | +108.5% | -2.7% | +111.2% | +101.0% |
| 5Y | +114.0% | -72.9% | +186.9% | +158.4% |
| 10Y | +366.8% | +185.0% | +181.8% | +192.4% |
| All | +13,791.6% | +14,357.7% | -566.1% | +5,650.0% |
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 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