+42.1%
SONY vs MTCH
-0.9%
+43.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +1.5% | +15.9% | -14.4% | -0.8% |
| 3M | +13.0% | +23.3% | -10.3% | +9.0% |
| 6M | +11.2% | +40.1% | -28.9% | +5.0% |
| YTD | -6.6% | +33.6% | -40.2% | -11.3% |
| 1Y | -18.1% | +14.1% | -32.2% | -20.4% |
| 3Y | +42.1% | +1.4% | +40.7% | +37.9% |
| All | +42.1% | -0.9% | +43.0% | +37.9% |
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 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