+1,892.6%
HPQ vs MTCH
+14,456.1%
-12,563.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +9.7% | +12.8% | -3.0% | +7.5% |
| 3M | +32.7% | +20.0% | +12.8% | +28.4% |
| 6M | +77.7% | +34.7% | +43.0% | +68.4% |
| YTD | +51.0% | +30.6% | +20.4% | +43.8% |
| 1Y | +18.4% | +10.9% | +7.5% | +15.9% |
| 3Y | +25.6% | -2.0% | +27.6% | +23.1% |
| 5Y | +38.6% | -72.6% | +111.3% | +62.7% |
| 10Y | +226.1% | +197.9% | +28.3% | +144.1% |
| All | +1,892.6% | +14,456.1% | -12,563.5% | +1,083.9% |
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