+776.9%
SLB vs MTCH
+14,607.1%
-13,830.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.8% | +0.7% | +0.2% | +0.7% |
| 30D | +15.8% | +9.7% | +6.1% | +14.4% |
| 3M | -0.3% | +21.1% | -21.4% | -2.9% |
| 6M | +21.3% | +37.5% | -16.1% | +16.2% |
| YTD | +52.3% | +31.9% | +20.4% | +46.4% |
| 1Y | +63.6% | +14.6% | +49.1% | +59.9% |
| 3Y | +3.8% | -6.2% | +9.9% | +2.4% |
| 5Y | +128.6% | -70.6% | +199.2% | +151.4% |
| 10Y | -3.1% | +185.6% | -188.6% | -21.7% |
| All | +776.9% | +14,607.1% | -13,830.3% | +530.4% |
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