+147.5%
GE vs MTCH
+208.0%
-60.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -11.4% | +15.9% | -27.3% | -13.5% |
| 3M | -2.6% | +23.3% | -25.9% | -6.0% |
| 6M | -0.3% | +40.1% | -40.5% | -5.8% |
| YTD | +5.4% | +33.6% | -28.2% | +0.1% |
| 1Y | +15.5% | +14.1% | +1.5% | +12.3% |
| 3Y | +260.8% | +1.4% | +259.3% | +249.9% |
| 5Y | +421.6% | -73.1% | +494.8% | +496.8% |
| All | +147.5% | +208.0% | -60.5% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling