+1,593.2%
SM vs MTCH
+14,357.7%
-12,764.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | -0.2% | -1.8% | +1.7% | +0.1% |
| 30D | +31.5% | +10.4% | +21.1% | +29.3% |
| 3M | +17.3% | +21.0% | -3.7% | +13.3% |
| 6M | +48.5% | +36.6% | +11.9% | +40.0% |
| YTD | +106.3% | +29.7% | +76.6% | +95.7% |
| 1Y | +47.3% | +8.6% | +38.7% | +43.7% |
| 3Y | -1.4% | -2.7% | +1.3% | -3.7% |
| 5Y | +114.0% | -72.9% | +187.0% | +148.1% |
| 10Y | +12.5% | +185.0% | -172.5% | -10.9% |
| All | +1,593.2% | +14,357.7% | -12,764.5% | +958.5% |
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