+38.0%
DIS vs MTCH
+47.1%
-9.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | -0.6% |
| 7D | +0.6% | +3.5% | -2.9% | -0.2% |
| 30D | +10.3% | +0.3% | +10.0% | +9.9% |
| 3M | +15.6% | +13.7% | +1.9% | +12.0% |
| 6M | +15.1% | +17.6% | -2.5% | +10.2% |
| YTD | +6.0% | +31.8% | -25.9% | -1.5% |
| 1Y | +5.7% | +29.2% | -23.6% | -1.4% |
| All | +38.0% | +47.1% | -9.1% | +19.1% |
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