+49.3%
SW vs MTCH
+39.4%
+9.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.9% |
| 7D | +4.7% | -8.2% | +12.8% | +6.5% |
| 30D | +5.0% | -3.6% | +8.6% | +5.6% |
| 3M | -7.3% | +3.2% | -10.5% | -8.3% |
| 6M | +15.0% | +5.1% | +9.9% | +13.1% |
| YTD | +18.5% | +24.0% | -5.5% | +12.1% |
| 1Y | +27.1% | +20.7% | +6.5% | +20.8% |
| All | +49.3% | +39.4% | +9.9% | +37.4% |
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