+11.8%
STZ vs MTCH
+163.6%
-151.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.5% |
| 7D | -0.9% | +3.5% | -4.5% | -1.4% |
| 30D | +14.9% | +0.3% | +14.7% | +14.8% |
| 3M | +8.4% | +13.7% | -5.3% | +6.6% |
| 6M | +2.8% | +17.6% | -14.8% | +0.4% |
| YTD | +7.5% | +31.8% | -24.3% | +3.2% |
| 1Y | +12.5% | +29.2% | -16.7% | +8.2% |
| 3Y | -35.4% | +46.7% | -82.1% | -39.9% |
| 5Y | -29.3% | -70.9% | +41.6% | -20.7% |
| 10Y | +11.8% | +155.1% | -143.3% | -8.1% |
| All | +11.8% | +163.6% | -151.8% | -8.1% |
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