+133.6%
SPG vs MTCH
+47.1%
+86.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | +6.7% | -4.7% | +0.7% |
| 30D | +17.2% | -1.8% | +19.1% | +17.4% |
| 3M | +6.3% | +12.2% | -5.9% | +3.4% |
| 6M | +18.7% | +16.6% | +2.1% | +14.2% |
| YTD | +30.1% | +31.8% | -1.8% | +21.3% |
| 1Y | +32.8% | +30.8% | +1.9% | +24.0% |
| 3Y | +133.6% | +49.6% | +83.9% | +97.7% |
| All | +133.6% | +47.1% | +86.5% | +97.7% |
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