+813.5%
SPYM vs MTCH
+575.7%
+237.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.0% | -1.4% | -0.5% | -1.7% |
| 30D | -1.6% | +13.6% | -15.3% | -4.2% |
| 3M | +4.7% | +22.4% | -17.6% | +0.2% |
| 6M | +12.6% | +37.2% | -24.6% | +5.1% |
| YTD | +11.8% | +31.8% | -20.0% | +4.9% |
| 1Y | +17.5% | +12.9% | +4.6% | +13.6% |
| 3Y | +77.0% | -1.1% | +78.1% | +71.0% |
| 5Y | +82.6% | -73.5% | +156.1% | +121.0% |
| 10Y | +320.3% | +200.7% | +119.6% | +172.4% |
| All | +813.5% | +575.7% | +237.7% | +298.3% |
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