+183.3%
SW vs MTCH
+168.0%
+15.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +1.8% | -6.6% | +8.4% | +2.5% |
| 30D | +7.0% | -4.4% | +11.4% | +7.5% |
| 3M | -7.6% | +6.0% | -13.6% | -8.3% |
| 6M | +8.5% | +7.4% | +1.1% | +7.5% |
| YTD | +17.7% | +24.5% | -6.8% | +14.6% |
| 1Y | +27.1% | +22.3% | +4.8% | +24.0% |
| 3Y | +48.2% | +42.4% | +5.8% | +41.4% |
| 5Y | -2.3% | -73.6% | +71.2% | +1.7% |
| 10Y | +183.3% | +148.4% | +34.9% | +180.1% |
| All | +183.3% | +168.0% | +15.4% | +180.1% |
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