+559.3%
ROKU vs MTCH
+95.2%
+464.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -1.1% |
| 30D | +2.1% | +15.9% | -13.8% | -5.7% |
| 3M | +29.5% | +23.3% | +6.2% | +14.7% |
| 6M | +53.8% | +40.1% | +13.7% | +27.1% |
| YTD | +42.8% | +33.6% | +9.2% | +20.5% |
| 1Y | +60.7% | +14.1% | +46.7% | +47.0% |
| 3Y | +83.9% | +1.4% | +82.5% | +71.2% |
| 5Y | -52.8% | -73.1% | +20.3% | -19.2% |
| All | +559.3% | +95.2% | +464.1% | +874.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling