+2.9%
SPGI vs MTCH
+27.4%
-24.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.1% | +1.8% |
| 7D | +7.2% | -4.4% | +11.6% | +8.7% |
| 30D | +23.2% | -0.3% | +23.5% | +22.7% |
| 3M | +17.0% | -2.0% | +19.0% | +16.8% |
| 6M | +20.4% | +6.4% | +14.0% | +15.8% |
| YTD | -1.9% | +27.3% | -29.2% | -13.6% |
| 1Y | +2.9% | +30.3% | -27.4% | -9.6% |
| All | +2.9% | +27.4% | -24.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling