+3,076.5%
SPY vs MTCH
+11,214.7%
-8,138.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | +0.5% | -1.8% | +2.4% | +0.8% |
| 30D | -0.9% | +10.4% | -11.4% | -2.4% |
| 3M | +3.9% | +21.0% | -17.1% | +0.8% |
| 6M | +14.5% | +36.6% | -22.1% | +9.0% |
| YTD | +12.9% | +29.7% | -16.8% | +8.2% |
| 1Y | +19.4% | +8.6% | +10.8% | +17.2% |
| 3Y | +78.5% | -2.7% | +81.2% | +74.7% |
| 5Y | +81.8% | -72.9% | +154.7% | +107.1% |
| 10Y | +311.5% | +185.0% | +126.5% | +221.7% |
| All | +3,076.5% | +11,214.7% | -8,138.2% | +1,839.9% |
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 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