+170.5%
GM vs MTCH
-0.9%
+171.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -1.1% | +15.9% | -17.0% | -4.2% |
| 3M | +6.1% | +23.3% | -17.2% | +1.0% |
| 6M | +15.0% | +40.1% | -25.2% | +6.2% |
| YTD | +6.0% | +33.6% | -27.6% | -1.4% |
| 1Y | +47.1% | +14.1% | +33.0% | +41.7% |
| 3Y | +170.5% | +1.4% | +169.1% | +162.4% |
| All | +170.5% | -0.9% | +171.4% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling