+7.5%
SMR vs MTCH
-61.3%
+68.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +13.1% | -2.4% | +15.5% | +13.8% |
| 30D | +17.8% | +12.8% | +5.0% | +13.3% |
| 3M | +8.1% | +20.0% | -11.9% | +1.5% |
| 6M | -11.1% | +34.7% | -45.8% | -19.1% |
| YTD | -23.7% | +30.6% | -54.3% | -30.2% |
| 1Y | -69.4% | +10.9% | -80.4% | -70.6% |
| 3Y | +82.6% | -2.0% | +84.6% | +70.0% |
| All | +7.5% | -61.3% | +68.8% | +1.9% |
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 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