+33.3%
ORCL vs MTCH
-3.6%
+36.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +15.0% | -1.8% | +16.8% | +15.3% |
| 30D | +10.5% | +10.4% | +0.1% | +8.6% |
| 3M | -23.0% | +21.0% | -44.0% | -25.5% |
| 6M | +7.0% | +36.6% | -29.6% | +2.1% |
| YTD | -15.8% | +29.7% | -45.5% | -19.2% |
| 1Y | -31.1% | +8.6% | -39.7% | -32.7% |
| 3Y | +33.3% | -2.7% | +36.0% | +27.5% |
| All | +33.3% | -3.6% | +36.9% | +27.5% |
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