+113.0%
SM vs MTCH
-72.5%
+185.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.1% | -1.4% | +3.6% | +2.5% |
| 30D | +18.1% | +13.6% | +4.5% | +14.4% |
| 3M | +17.0% | +22.4% | -5.4% | +10.6% |
| 6M | +55.4% | +37.2% | +18.2% | +41.4% |
| YTD | +108.6% | +31.8% | +76.8% | +91.1% |
| 1Y | +45.7% | +12.9% | +32.8% | +39.0% |
| 3Y | -0.3% | -1.1% | +0.8% | -4.5% |
| 5Y | +113.0% | -73.5% | +186.5% | +167.9% |
| All | +113.0% | -72.5% | +185.6% | +167.9% |
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