+422.4%
GE vs MTCH
-72.5%
+495.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.6% |
| 30D | -11.9% | +13.6% | -25.6% | -14.0% |
| 3M | +1.8% | +22.4% | -20.6% | -2.2% |
| 6M | -0.6% | +37.2% | -37.8% | -6.6% |
| YTD | +5.5% | +31.8% | -26.3% | -0.4% |
| 1Y | +15.0% | +12.9% | +2.1% | +11.5% |
| 3Y | +269.5% | -1.1% | +270.6% | +258.7% |
| 5Y | +422.4% | -73.5% | +495.9% | +525.4% |
| All | +422.4% | -72.5% | +495.0% | +525.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling