+280.4%
SHW vs MTCH
+208.0%
+72.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.6% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -10.0% | +15.9% | -25.9% | -12.4% |
| 3M | +2.3% | +23.3% | -21.0% | -1.6% |
| 6M | +0.7% | +40.1% | -39.5% | -5.5% |
| YTD | +0.5% | +33.6% | -33.1% | -5.1% |
| 1Y | -11.5% | +14.1% | -25.6% | -14.2% |
| 3Y | +21.3% | +1.4% | +19.9% | +17.3% |
| 5Y | +12.5% | -73.1% | +85.7% | +29.6% |
| All | +280.4% | +208.0% | +72.4% | +194.5% |
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