+19.6%
SW vs MTCH
-5.4%
+25.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +9.7% | -14.3% | -6.4% |
| 3M | +9.4% | +21.1% | -11.7% | +5.2% |
| 6M | +3.5% | +37.5% | -34.0% | -3.0% |
| YTD | +22.0% | +31.9% | -9.9% | +14.9% |
| 1Y | +2.2% | +14.6% | -12.3% | -1.5% |
| All | +19.6% | -5.4% | +25.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling