+282.9%
SPGI vs MTCH
+208.0%
+74.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -7.4% | +1.3% | -8.7% | -7.6% |
| 30D | +0.4% | +15.9% | -15.5% | -2.7% |
| 3M | +5.3% | +23.3% | -18.0% | +0.6% |
| 6M | +1.7% | +40.1% | -38.5% | -5.6% |
| YTD | -16.4% | +33.6% | -49.9% | -21.5% |
| 1Y | -20.5% | +14.1% | -34.6% | -23.2% |
| 3Y | +14.2% | +1.4% | +12.8% | +9.9% |
| 5Y | +0.6% | -73.1% | +73.7% | +21.1% |
| All | +282.9% | +208.0% | +74.8% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling