+62.9%
KO vs MTCH
-2.2%
+65.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | +1.6% | +13.6% | -12.1% | +1.2% |
| 3M | +5.8% | +22.4% | -16.6% | +5.1% |
| 6M | +14.3% | +37.2% | -22.9% | +13.3% |
| YTD | +27.3% | +31.8% | -4.5% | +26.3% |
| 1Y | +33.2% | +12.9% | +20.3% | +32.8% |
| All | +62.9% | -2.2% | +65.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling