+47.0%
SM vs MTCH
+36.8%
+10.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.1% |
| 7D | -0.2% | -1.8% | +1.7% | -0.7% |
| 30D | +31.5% | +10.4% | +21.1% | +35.5% |
| 3M | +17.3% | +21.0% | -3.7% | +28.6% |
| All | +47.0% | +36.8% | +10.1% | +68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling