-20.3%
HCA vs MTCH
+39.2%
-59.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +5.4% | +1.3% | +4.2% | +5.2% |
| 30D | +3.0% | +15.9% | -12.9% | +0.2% |
| 3M | +13.0% | +23.3% | -10.3% | +8.6% |
| 6M | -20.3% | +40.1% | -60.4% | -27.7% |
| All | -20.3% | +39.2% | -59.4% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling