+5,319.3%
SPG vs MTCH
+6,572.8%
-1,253.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -4.9% | +10.4% | -15.4% | -6.4% |
| 3M | +3.3% | +21.0% | -17.7% | +0.2% |
| 6M | +11.2% | +36.6% | -25.4% | +5.8% |
| YTD | +17.1% | +29.7% | -12.6% | +12.1% |
| 1Y | +21.6% | +8.6% | +13.0% | +19.3% |
| 3Y | +111.9% | -2.7% | +114.6% | +107.6% |
| 5Y | +106.9% | -72.9% | +179.9% | +135.8% |
| 10Y | +62.2% | +185.0% | -122.8% | +29.2% |
| All | +5,319.3% | +6,572.8% | -1,253.5% | +3,316.4% |
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 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