+5,922.7%
SPG vs MTCH
+6,684.3%
-761.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | +6.7% | -4.7% | +1.0% |
| 30D | +17.2% | -1.8% | +19.1% | +17.4% |
| 3M | +6.3% | +12.2% | -5.9% | +4.3% |
| 6M | +18.7% | +16.6% | +2.1% | +15.5% |
| YTD | +30.1% | +31.8% | -1.8% | +24.0% |
| 1Y | +32.8% | +30.8% | +1.9% | +26.7% |
| 3Y | +133.6% | +49.6% | +83.9% | +115.5% |
| 5Y | +84.4% | -70.3% | +154.7% | +107.7% |
| 10Y | +114.3% | +155.1% | -40.7% | +73.1% |
| All | +5,922.7% | +6,684.3% | -761.6% | +3,680.1% |
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