+106.6%
SPG vs MTCH
-2.2%
+108.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -5.8% | +13.6% | -19.4% | -8.1% |
| 3M | -2.8% | +22.4% | -25.2% | -6.7% |
| 6M | +8.9% | +37.2% | -28.3% | +1.9% |
| YTD | +14.3% | +31.8% | -17.5% | +7.5% |
| 1Y | +19.5% | +12.9% | +6.6% | +15.7% |
| All | +106.6% | -2.2% | +108.9% | +108.4% |
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