+5,172.5%
HD vs MTCH
+14,607.2%
-9,434.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.2% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | -8.4% | +9.7% | -18.1% | -9.8% |
| 3M | +4.3% | +21.1% | -16.7% | +1.0% |
| 6M | -11.1% | +37.5% | -48.6% | -15.9% |
| YTD | -4.7% | +31.9% | -36.6% | -9.4% |
| 1Y | -19.8% | +14.6% | -34.4% | -22.1% |
| 3Y | +4.1% | -6.2% | +10.3% | +2.3% |
| 5Y | +10.3% | -70.6% | +80.9% | +25.9% |
| 10Y | +203.2% | +185.6% | +17.6% | +126.0% |
| All | +5,172.5% | +14,607.2% | -9,434.7% | +2,741.9% |
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