+108.6%
SPG vs MTCH
-72.8%
+181.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -6.3% | +12.8% | -19.1% | -8.7% |
| 3M | -2.4% | +20.0% | -22.4% | -6.5% |
| 6M | +9.6% | +34.7% | -25.1% | +2.2% |
| YTD | +14.2% | +30.6% | -16.4% | +6.9% |
| 1Y | +19.3% | +10.9% | +8.4% | +15.5% |
| 3Y | +106.7% | -2.0% | +108.8% | +99.9% |
| All | +108.6% | -72.8% | +181.4% | +149.9% |
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