+77.4%
IBM vs MTCH
-3.1%
+80.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +3.6% | -2.4% | +5.9% | +4.1% |
| 30D | +1.5% | +12.8% | -11.3% | -1.0% |
| 3M | -12.9% | +20.0% | -32.9% | -16.2% |
| 6M | -3.9% | +34.7% | -38.6% | -9.7% |
| YTD | -17.3% | +30.6% | -47.9% | -21.8% |
| 1Y | -5.0% | +10.9% | -15.9% | -8.3% |
| All | +77.4% | -3.1% | +80.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling