+72.8%
HCA vs MTCH
-73.3%
+146.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +5.4% | +1.3% | +4.2% | +5.2% |
| 30D | +3.0% | +15.9% | -12.9% | +0.9% |
| 3M | +13.0% | +23.3% | -10.3% | +9.8% |
| 6M | -20.3% | +40.1% | -60.4% | -24.0% |
| YTD | -8.2% | +33.6% | -41.8% | -12.2% |
| 1Y | +6.7% | +14.1% | -7.4% | +4.2% |
| 3Y | +60.4% | +1.4% | +59.0% | +56.1% |
| All | +72.8% | -73.3% | +146.0% | +101.0% |
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