-23.9%
DIS vs MTCH
-71.8%
+48.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.9% | -0.7% |
| 7D | +0.6% | +3.5% | -2.9% | -0.4% |
| 30D | +10.3% | +0.3% | +10.0% | +9.9% |
| 3M | +15.6% | +13.7% | +1.9% | +11.3% |
| 6M | +15.1% | +17.6% | -2.5% | +9.4% |
| YTD | +6.0% | +31.8% | -25.9% | -2.8% |
| 1Y | +5.7% | +29.2% | -23.6% | -2.5% |
| 3Y | +39.8% | +46.7% | -6.9% | +19.9% |
| 5Y | -23.9% | -70.9% | +47.0% | +4.6% |
| All | -23.9% | -71.8% | +48.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling