+236.6%
SAP vs MTCH
+142.9%
+93.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | +6.7% | -6.0% | -0.7% |
| 30D | +6.5% | -1.8% | +8.4% | +6.7% |
| 3M | +12.2% | +12.2% | 0.0% | +9.3% |
| 6M | +46.1% | +16.6% | +29.5% | +41.1% |
| YTD | -1.6% | +31.8% | -33.5% | -7.3% |
| 1Y | -5.1% | +30.8% | -35.9% | -10.5% |
| 3Y | +68.4% | +49.6% | +18.7% | +50.9% |
| 5Y | +79.4% | -70.3% | +149.8% | +109.8% |
| All | +236.6% | +142.9% | +93.7% | +166.5% |
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 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