+12,117.1%
CSCO vs MTCH
+14,599.3%
-2,482.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.9% | -6.2% |
| 7D | +1.9% | +6.7% | -4.8% | +0.5% |
| 30D | -15.8% | -1.8% | -14.0% | -15.7% |
| 3M | -15.4% | +12.2% | -27.6% | -17.8% |
| 6M | -5.4% | +16.6% | -22.0% | -9.3% |
| YTD | +26.5% | +31.8% | -5.4% | +17.6% |
| 1Y | +25.9% | +30.8% | -4.9% | +17.2% |
| 3Y | +97.5% | +49.6% | +47.9% | +73.9% |
| 5Y | +93.0% | -70.3% | +163.4% | +129.0% |
| 10Y | +308.6% | +155.1% | +153.6% | +163.2% |
| All | +12,117.1% | +14,599.3% | -2,482.2% | +4,925.0% |
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