+6,608.0%
JPM vs MTCH
+14,456.1%
-7,848.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -1.4% | +12.8% | -14.2% | -3.7% |
| 3M | +13.9% | +20.0% | -6.0% | +9.8% |
| 6M | +23.5% | +34.7% | -11.2% | +16.3% |
| YTD | +11.6% | +30.6% | -18.9% | +5.5% |
| 1Y | +21.4% | +10.9% | +10.4% | +18.1% |
| 3Y | +163.4% | -2.0% | +165.5% | +156.1% |
| 5Y | +152.5% | -72.6% | +225.2% | +198.0% |
| 10Y | +592.1% | +197.9% | +394.3% | +370.4% |
| All | +6,608.0% | +14,456.1% | -7,848.1% | +3,155.0% |
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