+5,985.1%
ITW vs MTCH
+14,593.1%
-8,608.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | -9.5% | +13.6% | -23.2% | -11.1% |
| 3M | +6.6% | +22.4% | -15.7% | +3.6% |
| 6M | -1.8% | +37.2% | -38.9% | -6.2% |
| YTD | +9.0% | +31.8% | -22.8% | +4.4% |
| 1Y | +3.6% | +12.9% | -9.3% | +1.2% |
| 3Y | +19.4% | -1.1% | +20.6% | +16.9% |
| 5Y | +36.4% | -73.5% | +109.9% | +53.7% |
| 10Y | +190.0% | +200.7% | -10.7% | +126.1% |
| All | +5,985.1% | +14,593.1% | -8,608.0% | +3,810.3% |
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