+10,360.9%
SHW vs MTCH
+14,357.7%
-3,996.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -11.6% | +10.4% | -22.0% | -12.7% |
| 3M | +9.1% | +21.0% | -11.9% | +6.4% |
| 6M | -0.7% | +36.6% | -37.3% | -4.7% |
| YTD | +1.4% | +29.7% | -28.3% | -2.3% |
| 1Y | -12.3% | +8.6% | -20.9% | -13.6% |
| 3Y | +23.4% | -2.7% | +26.1% | +21.3% |
| 5Y | +15.0% | -72.9% | +87.9% | +28.2% |
| 10Y | +278.3% | +185.0% | +93.3% | +209.6% |
| All | +10,360.9% | +14,357.7% | -3,996.8% | +7,137.4% |
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