+896.3%
DIS vs MTCH
+14,607.1%
-13,710.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +3.5% | +9.7% | -6.2% | +1.8% |
| 3M | +6.8% | +21.1% | -14.2% | +3.2% |
| 6M | +3.0% | +37.5% | -34.5% | -2.7% |
| YTD | -6.7% | +31.9% | -38.6% | -11.4% |
| 1Y | -10.1% | +14.6% | -24.6% | -12.6% |
| 3Y | +33.0% | -6.2% | +39.2% | +30.9% |
| 5Y | -40.0% | -70.6% | +30.6% | -30.7% |
| 10Y | +21.1% | +185.6% | -164.5% | -7.7% |
| All | +896.3% | +14,607.1% | -13,710.9% | +453.6% |
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 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