+29.9%
SPGI vs MTCH
+47.1%
-17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +1.2% | +6.7% | -5.4% | -0.1% |
| 30D | +15.9% | -1.8% | +17.7% | +16.1% |
| 3M | +12.3% | +12.2% | +0.1% | +9.6% |
| 6M | +23.7% | +16.6% | +7.1% | +19.7% |
| YTD | -3.5% | +31.8% | -35.4% | -8.9% |
| 1Y | +0.4% | +30.8% | -30.4% | -5.1% |
| 3Y | +29.9% | +49.6% | -19.7% | +15.9% |
| All | +29.9% | +47.1% | -17.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling