+1,075.8%
GME vs MTCH
+428.2%
+647.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +4.8% | -2.4% | +7.2% | +5.5% |
| 30D | +5.9% | +12.8% | -6.9% | +2.4% |
| 3M | -10.7% | +20.0% | -30.7% | -15.5% |
| 6M | -19.8% | +34.7% | -54.5% | -26.5% |
| YTD | -0.9% | +30.6% | -31.5% | -8.6% |
| 1Y | -15.7% | +10.9% | -26.6% | -18.9% |
| 3Y | +12.3% | -2.0% | +14.4% | +10.0% |
| 5Y | -60.1% | -72.6% | +12.6% | -50.0% |
| 10Y | +265.3% | +197.9% | +67.4% | +104.0% |
| All | +1,075.8% | +428.2% | +647.5% | +299.4% |
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 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