+7,816.7%
STZ vs MTCH
+13,681.2%
-5,864.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.9% | -5.7% | +10.7% | +5.5% |
| 30D | +20.9% | -4.5% | +25.4% | +21.3% |
| 3M | +8.0% | +7.1% | +0.8% | +7.3% |
| 6M | -5.3% | +3.8% | -9.1% | -5.8% |
| YTD | +5.9% | +23.6% | -17.7% | +3.5% |
| 1Y | +14.2% | +22.2% | -8.0% | +11.7% |
| 3Y | -37.0% | +43.6% | -80.6% | -39.9% |
| 5Y | -29.7% | -74.6% | +44.9% | -23.6% |
| 10Y | +5.2% | +176.9% | -171.8% | -9.6% |
| All | +7,816.7% | +13,681.2% | -5,864.5% | +7,353.1% |
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 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