+72.5%
SMR vs MTCH
-2.2%
+74.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.0% |
| 7D | +4.7% | -1.4% | +6.2% | +5.3% |
| 30D | +3.2% | +13.6% | -10.4% | -4.1% |
| 3M | +9.9% | +22.4% | -12.5% | -3.3% |
| 6M | -15.1% | +37.2% | -52.3% | -29.7% |
| YTD | -27.9% | +31.8% | -59.7% | -39.4% |
| 1Y | -70.2% | +12.9% | -83.1% | -72.6% |
| All | +72.5% | -2.2% | +74.7% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling