+188.3%
ITW vs MTCH
+208.0%
-19.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.9% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -8.3% | +15.9% | -24.2% | -10.5% |
| 3M | +6.0% | +23.3% | -17.2% | +2.3% |
| 6M | 0.0% | +40.1% | -40.2% | -5.6% |
| YTD | +10.2% | +33.6% | -23.4% | +4.6% |
| 1Y | +3.2% | +14.1% | -10.9% | +0.3% |
| 3Y | +21.0% | +1.4% | +19.6% | +17.3% |
| 5Y | +37.9% | -73.1% | +111.1% | +56.3% |
| All | +188.3% | +208.0% | -19.7% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling