+198.1%
MTCH vs SNY
+64.5%
+133.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | -3.3% | +4.6% | +2.4% |
| 30D | +15.9% | -2.2% | +18.0% | +16.7% |
| 3M | +23.3% | -3.0% | +26.3% | +24.4% |
| 6M | +40.1% | +2.7% | +37.4% | +38.7% |
| YTD | +33.6% | -6.8% | +40.4% | +36.2% |
| 1Y | +14.1% | -5.3% | +19.3% | +15.4% |
| 3Y | +1.4% | -9.8% | +11.2% | +1.4% |
| 5Y | -73.1% | +9.7% | -82.8% | -76.0% |
| All | +198.1% | +64.5% | +133.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling