+39.4%
GM vs MTCH
+27.4%
+12.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +4.1% |
| 7D | +12.1% | -4.4% | +16.5% | +12.5% |
| 30D | +15.2% | -0.3% | +15.5% | +14.3% |
| 3M | +4.9% | -2.0% | +6.9% | +4.1% |
| 6M | +22.6% | +6.4% | +16.2% | +19.6% |
| YTD | +14.4% | +27.3% | -12.9% | +9.2% |
| 1Y | +39.4% | +30.3% | +9.1% | +29.9% |
| All | +39.4% | +27.4% | +12.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling