+25,135.0%
IDXX vs MTCH
+14,793.4%
+10,341.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.6% |
| 7D | -5.7% | +1.3% | -7.0% | -5.9% |
| 30D | -11.5% | +15.9% | -27.4% | -13.7% |
| 3M | -9.5% | +23.3% | -32.8% | -12.7% |
| 6M | -16.0% | +40.1% | -56.1% | -20.6% |
| YTD | -25.4% | +33.6% | -59.0% | -29.0% |
| 1Y | -21.8% | +14.1% | -35.8% | -23.7% |
| 3Y | +7.0% | +1.4% | +5.6% | +4.3% |
| 5Y | -26.0% | -73.1% | +47.2% | -14.0% |
| 10Y | +358.9% | +204.8% | +154.2% | +273.2% |
| All | +25,135.0% | +14,793.4% | +10,341.6% | +14,833.7% |
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