+247.9%
SOXX vs MTCH
-73.3%
+321.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | -3.6% | +15.9% | -19.5% | -8.5% |
| 3M | -10.2% | +23.3% | -33.4% | -17.2% |
| 6M | +54.2% | +40.1% | +14.1% | +35.5% |
| YTD | +75.2% | +33.6% | +41.6% | +55.8% |
| 1Y | +107.5% | +14.1% | +93.4% | +94.7% |
| 3Y | +226.8% | +1.4% | +225.3% | +206.5% |
| All | +247.9% | -73.3% | +321.2% | +406.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling