+1,054.0%
IJH vs MTCH
+779.0%
+275.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.9% | +1.3% | -3.1% | -2.2% |
| 30D | -4.6% | +15.9% | -20.5% | -8.1% |
| 3M | -1.2% | +23.3% | -24.4% | -6.5% |
| 6M | +9.4% | +40.1% | -30.7% | 0.0% |
| YTD | +13.3% | +33.6% | -20.3% | +4.5% |
| 1Y | +13.4% | +14.1% | -0.7% | +8.5% |
| 3Y | +50.4% | +1.4% | +49.0% | +43.7% |
| 5Y | +49.0% | -73.1% | +122.1% | +87.5% |
| 10Y | +182.6% | +204.8% | -22.2% | +65.3% |
| All | +1,054.0% | +779.0% | +275.0% | +299.3% |
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