+239.3%
EQIX vs MTCH
+595.0%
-355.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.3% | -2.4% | +4.7% | +3.0% |
| 30D | +0.4% | +12.8% | -12.3% | -2.8% |
| 3M | -1.1% | +20.0% | -21.1% | -6.2% |
| 6M | +11.5% | +34.7% | -23.3% | +2.2% |
| YTD | +38.2% | +30.6% | +7.7% | +27.1% |
| 1Y | +36.7% | +10.9% | +25.7% | +30.9% |
| 3Y | +44.1% | -2.0% | +46.1% | +37.4% |
| 5Y | +34.8% | -72.6% | +107.5% | +71.9% |
| 10Y | +248.8% | +197.9% | +50.9% | +78.6% |
| All | +239.3% | +595.0% | -355.7% | -1.3% |
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