+755.0%
SW vs MTCH
+754.7%
+0.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +9.7% | -14.3% | -5.3% |
| 3M | +9.4% | +21.1% | -11.7% | +7.6% |
| 6M | +3.5% | +37.5% | -34.0% | +0.7% |
| YTD | +22.0% | +31.9% | -9.9% | +19.1% |
| 1Y | +2.2% | +14.6% | -12.3% | +0.8% |
| 3Y | +19.6% | -6.2% | +25.8% | +18.3% |
| 5Y | -2.3% | -70.6% | +68.2% | +0.6% |
| 10Y | +181.4% | +185.6% | -4.2% | +165.7% |
| All | +755.0% | +754.7% | +0.3% | +689.9% |
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