+16.7%
STM vs MTCH
+47.1%
-30.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | +12.0% | +6.7% | +5.3% | +9.8% |
| 30D | -0.4% | -1.8% | +1.5% | -0.2% |
| 3M | -13.2% | +12.2% | -25.4% | -17.5% |
| 6M | -26.1% | +16.6% | -42.7% | -31.4% |
| YTD | +81.2% | +31.8% | +49.3% | +59.3% |
| 1Y | +98.3% | +30.8% | +67.5% | +74.8% |
| 3Y | +16.7% | +49.6% | -32.9% | -12.3% |
| All | +16.7% | +47.1% | -30.3% | -12.3% |
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 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