+530.1%
SMTC vs MTCH
+208.0%
+322.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.6% |
| 7D | +13.1% | +1.3% | +11.8% | +12.6% |
| 30D | +19.5% | +15.9% | +3.6% | +12.9% |
| 3M | +2.2% | +23.3% | -21.0% | -6.2% |
| 6M | +94.9% | +40.1% | +54.7% | +70.1% |
| YTD | +127.0% | +33.6% | +93.4% | +100.5% |
| 1Y | +174.6% | +14.1% | +160.5% | +155.8% |
| 3Y | +615.9% | +1.4% | +614.5% | +572.2% |
| 5Y | +125.6% | -73.1% | +198.7% | +210.7% |
| All | +530.1% | +208.0% | +322.1% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling