+644.6%
STM vs MTCH
+203.9%
+440.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -1.1% | -1.4% | +0.4% | -0.6% |
| 30D | -7.8% | +13.6% | -21.5% | -12.1% |
| 3M | -28.2% | +22.4% | -50.6% | -33.6% |
| 6M | +52.0% | +37.2% | +14.8% | +34.5% |
| YTD | +96.4% | +31.8% | +64.6% | +76.0% |
| 1Y | +98.8% | +12.9% | +85.9% | +87.8% |
| 3Y | +18.3% | -1.1% | +19.4% | +12.4% |
| 5Y | +17.7% | -73.5% | +91.2% | +64.0% |
| All | +644.6% | +203.9% | +440.7% | +430.7% |
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