+132.3%
HON vs MTCH
+208.0%
-75.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -3.5% | +1.3% | -4.7% | -3.7% |
| 30D | -13.8% | +15.9% | -29.6% | -15.8% |
| 3M | -11.7% | +23.3% | -35.0% | -14.9% |
| 6M | -18.7% | +40.1% | -58.9% | -23.4% |
| YTD | +0.2% | +33.6% | -33.3% | -5.0% |
| 1Y | -3.1% | +14.1% | -17.1% | -5.9% |
| 3Y | +17.0% | +1.4% | +15.6% | +13.2% |
| 5Y | +2.0% | -73.1% | +75.2% | +18.5% |
| All | +132.3% | +208.0% | -75.7% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling