+2,273.4%
STM vs MTCH
+5,952.1%
-3,678.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +5.2% | -1.8% | +7.0% | +5.9% |
| 30D | -7.4% | +10.4% | -17.8% | -10.9% |
| 3M | -30.6% | +21.0% | -51.6% | -35.8% |
| 6M | +66.4% | +36.6% | +29.8% | +46.9% |
| YTD | +101.1% | +29.7% | +71.5% | +80.6% |
| 1Y | +97.4% | +8.6% | +88.8% | +88.7% |
| 3Y | +21.1% | -2.7% | +23.8% | +15.8% |
| 5Y | +22.5% | -72.9% | +95.4% | +74.6% |
| 10Y | +657.6% | +185.0% | +472.6% | +307.2% |
| All | +2,273.4% | +5,952.1% | -3,678.6% | +633.2% |
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