+11.8%
STZ vs MTCH
+168.0%
-156.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +3.4% | -6.6% | +10.0% | +4.3% |
| 30D | +19.6% | -4.4% | +23.9% | +20.2% |
| 3M | +8.0% | +6.0% | +2.0% | +7.2% |
| 6M | -0.3% | +7.4% | -7.7% | -1.4% |
| YTD | +8.6% | +24.5% | -15.9% | +5.0% |
| 1Y | +17.3% | +22.3% | -4.9% | +13.7% |
| 3Y | -34.7% | +42.4% | -77.1% | -39.0% |
| 5Y | -27.6% | -73.6% | +45.9% | -17.8% |
| 10Y | +11.8% | +148.4% | -136.6% | -8.3% |
| All | +11.8% | +168.0% | -156.2% | -8.3% |
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 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