+123.0%
IBM vs MTCH
-73.3%
+196.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +3.6% | +1.3% | +2.3% | +3.4% |
| 30D | +3.1% | +15.9% | -12.8% | +1.3% |
| 3M | -10.8% | +23.3% | -34.1% | -13.0% |
| 6M | -0.8% | +40.1% | -41.0% | -4.5% |
| YTD | -16.2% | +33.6% | -49.8% | -18.9% |
| 1Y | -2.9% | +14.1% | -17.0% | -4.9% |
| 3Y | +79.8% | +1.4% | +78.4% | +74.8% |
| All | +123.0% | -73.3% | +196.3% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling