+47.9%
SW vs MTCH
+38.9%
+9.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.3% | -5.7% | +8.1% | +3.5% |
| 30D | +6.8% | -4.5% | +11.3% | +7.6% |
| 3M | -5.2% | +7.1% | -12.3% | -6.9% |
| 6M | +7.4% | +3.8% | +3.7% | +5.9% |
| YTD | +17.4% | +23.6% | -6.2% | +11.1% |
| 1Y | +27.1% | +22.2% | +4.8% | +20.5% |
| 3Y | +47.9% | +43.6% | +4.3% | +36.2% |
| All | +47.9% | +38.9% | +9.0% | +36.2% |
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