+42.8%
EQIX vs MTCH
-0.9%
+43.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | -2.5% | +15.9% | -18.4% | -4.4% |
| 3M | 0.0% | +23.3% | -23.3% | -3.0% |
| 6M | +7.6% | +40.1% | -32.5% | +2.4% |
| YTD | +37.5% | +33.6% | +3.9% | +31.4% |
| 1Y | +32.9% | +14.1% | +18.8% | +30.0% |
| 3Y | +42.8% | +1.4% | +41.3% | +42.0% |
| All | +42.8% | -0.9% | +43.6% | +42.0% |
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 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