-4.9%
SHOP vs MTCH
+27.4%
-32.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.9% | +5.0% |
| 7D | -9.0% | -4.4% | -4.6% | -6.7% |
| 30D | -4.4% | -0.3% | -4.1% | -4.1% |
| 3M | +24.1% | -2.0% | +26.1% | +23.9% |
| 6M | +20.0% | +6.4% | +13.5% | +11.7% |
| YTD | -4.9% | +27.3% | -32.3% | -21.6% |
| 1Y | -4.9% | +30.3% | -35.3% | -23.2% |
| All | -4.9% | +27.4% | -32.3% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling