+12,494.1%
MTCH vs SPY
+3,040.6%
+9,453.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.6% |
| 7D | -1.4% | -2.0% | +0.5% | +0.6% |
| 30D | +13.6% | -1.7% | +15.3% | +15.5% |
| 3M | +22.4% | +4.7% | +17.7% | +16.5% |
| 6M | +37.2% | +12.5% | +24.7% | +21.3% |
| YTD | +31.8% | +11.7% | +20.1% | +17.5% |
| 1Y | +12.9% | +17.5% | -4.6% | -4.5% |
| 3Y | -1.1% | +76.6% | -77.7% | -45.5% |
| 5Y | -73.5% | +82.0% | -155.5% | -85.2% |
| 10Y | +200.7% | +317.1% | -116.5% | -24.8% |
| All | +12,494.1% | +3,040.6% | +9,453.5% | +586.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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