+81.6%
KO vs MTCH
-73.6%
+155.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +1.6% | +13.6% | -12.1% | +0.9% |
| 3M | +5.8% | +22.4% | -16.6% | +4.7% |
| 6M | +14.3% | +37.2% | -22.9% | +12.4% |
| YTD | +27.3% | +31.8% | -4.5% | +25.3% |
| 1Y | +33.2% | +12.9% | +20.3% | +32.2% |
| 3Y | +64.5% | -1.1% | +65.6% | +63.2% |
| All | +81.6% | -73.6% | +155.2% | +84.6% |
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