+1,754.0%
HCA vs MTCH
+434.2%
+1,319.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +13.0% | +23.3% | -10.3% | +9.1% |
| 6M | -20.3% | +40.1% | -60.4% | -24.8% |
| YTD | -8.2% | +33.6% | -41.8% | -13.0% |
| 1Y | +6.7% | +14.1% | -7.4% | +3.6% |
| 3Y | +60.4% | +1.4% | +59.0% | +55.0% |
| 5Y | +73.4% | -73.1% | +146.6% | +103.0% |
| 10Y | +506.9% | +204.8% | +302.1% | +308.1% |
| All | +1,754.0% | +434.2% | +1,319.8% | +846.4% |
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