+798.5%
SONY vs MTCH
+14,793.4%
-13,994.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +13.0% | +23.3% | -10.3% | +9.3% |
| 6M | +11.2% | +40.1% | -28.9% | +5.4% |
| YTD | -6.6% | +33.6% | -40.2% | -11.0% |
| 1Y | -18.1% | +14.1% | -32.2% | -20.2% |
| 3Y | +42.1% | +1.4% | +40.7% | +38.2% |
| 5Y | +11.0% | -73.1% | +84.2% | +27.4% |
| 10Y | +289.2% | +204.8% | +84.4% | +198.7% |
| All | +798.5% | +14,793.4% | -13,994.9% | +495.2% |
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