+11,569.7%
SPGI vs MTCH
+14,607.1%
-3,037.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.4% |
| 7D | +0.1% | +0.7% | -0.5% | 0.0% |
| 30D | +8.4% | +9.7% | -1.3% | +6.9% |
| 3M | +11.8% | +21.1% | -9.2% | +8.6% |
| 6M | +5.7% | +37.5% | -31.8% | +0.7% |
| YTD | -9.7% | +31.9% | -41.6% | -13.4% |
| 1Y | -12.5% | +14.6% | -27.0% | -14.5% |
| 3Y | +21.8% | -6.2% | +28.0% | +20.0% |
| 5Y | +8.2% | -70.6% | +78.8% | +22.0% |
| 10Y | +309.5% | +185.6% | +123.9% | +226.0% |
| All | +11,569.7% | +14,607.1% | -3,037.4% | +7,255.3% |
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