+2,448.5%
SAP vs MTCH
+1,831.3%
+617.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +0.6% | +6.7% | -6.0% | -1.2% |
| 30D | +6.5% | -1.8% | +8.4% | +6.8% |
| 3M | +12.2% | +12.2% | 0.0% | +8.1% |
| 6M | +46.1% | +16.6% | +29.5% | +39.2% |
| YTD | -1.6% | +31.8% | -33.5% | -9.6% |
| 1Y | -5.1% | +30.8% | -35.9% | -12.6% |
| 3Y | +68.4% | +49.6% | +18.7% | +43.6% |
| 5Y | +79.4% | -70.3% | +149.8% | +127.9% |
| 10Y | +230.5% | +155.1% | +75.4% | +84.9% |
| All | +2,448.5% | +1,831.3% | +617.2% | +517.7% |
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