+4,233.5%
IBM vs MTCH
+14,357.7%
-10,124.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | -1.5% | +10.4% | -11.9% | -2.8% |
| 3M | -16.8% | +21.0% | -37.8% | -18.9% |
| 6M | -9.0% | +36.6% | -45.7% | -12.8% |
| YTD | -20.1% | +29.7% | -49.7% | -22.8% |
| 1Y | -7.0% | +8.6% | -15.6% | -8.3% |
| 3Y | +72.4% | -2.7% | +75.1% | +69.6% |
| 5Y | +112.0% | -72.9% | +184.9% | +137.4% |
| 10Y | +131.6% | +185.0% | -53.5% | +76.6% |
| All | +4,233.5% | +14,357.7% | -10,124.2% | +2,197.6% |
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