+80.7%
SAP vs MTCH
-70.4%
+151.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | +6.7% | -6.0% | -0.9% |
| 30D | +6.5% | -1.8% | +8.4% | +6.7% |
| 3M | +12.2% | +12.2% | 0.0% | +8.7% |
| 6M | +46.1% | +16.6% | +29.5% | +40.2% |
| YTD | -1.6% | +31.8% | -33.5% | -8.3% |
| 1Y | -5.1% | +30.8% | -35.9% | -11.4% |
| 3Y | +68.4% | +49.6% | +18.7% | +47.2% |
| All | +80.7% | -70.4% | +151.1% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling