+1,186.1%
FITB vs MTCH
+14,357.7%
-13,171.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | -4.5% | +10.4% | -15.0% | -6.3% |
| 3M | +5.7% | +21.0% | -15.3% | +1.8% |
| 6M | +17.1% | +36.6% | -19.5% | +10.3% |
| YTD | +18.3% | +29.7% | -11.3% | +12.3% |
| 1Y | +23.9% | +8.6% | +15.3% | +21.2% |
| 3Y | +131.1% | -2.7% | +133.8% | +126.6% |
| 5Y | +71.1% | -72.9% | +144.0% | +101.4% |
| 10Y | +283.9% | +185.0% | +98.9% | +183.5% |
| All | +1,186.1% | +14,357.7% | -13,171.6% | +612.9% |
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