+10.0%
SHW vs MTCH
-73.6%
+83.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -4.5% | -1.4% | -3.0% | -4.2% |
| 30D | -12.7% | +13.6% | -26.3% | -15.0% |
| 3M | +4.7% | +22.4% | -17.7% | +0.3% |
| 6M | -3.4% | +37.2% | -40.6% | -9.8% |
| YTD | -1.3% | +31.8% | -33.1% | -7.4% |
| 1Y | -10.4% | +12.9% | -23.3% | -13.3% |
| 3Y | +20.1% | -1.1% | +21.2% | +16.2% |
| All | +10.0% | -73.6% | +83.6% | +24.2% |
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 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