+336.5%
ORCL vs MTCH
+203.9%
+132.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +5.1% | +13.6% | -8.5% | +3.1% |
| 3M | -23.7% | +22.4% | -46.1% | -26.1% |
| 6M | +3.1% | +37.2% | -34.1% | -1.5% |
| YTD | -20.8% | +31.8% | -52.6% | -24.0% |
| 1Y | -52.9% | +12.9% | -65.8% | -53.9% |
| 3Y | +25.4% | -1.1% | +26.5% | +22.5% |
| 5Y | +82.4% | -73.5% | +155.9% | +105.3% |
| All | +336.5% | +203.9% | +132.6% | +244.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling