+152.5%
JPM vs MTCH
-73.3%
+225.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -0.7% | +1.3% | -1.9% | -0.9% |
| 30D | -2.5% | +15.9% | -18.3% | -5.0% |
| 3M | +14.1% | +23.3% | -9.1% | +9.7% |
| 6M | +25.1% | +40.1% | -15.0% | +17.3% |
| YTD | +12.1% | +33.6% | -21.5% | +5.9% |
| 1Y | +18.8% | +14.1% | +4.7% | +15.2% |
| 3Y | +163.4% | +1.4% | +162.0% | +154.7% |
| All | +152.5% | -73.3% | +225.8% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling