+730.4%
SW vs MTCH
+703.5%
+26.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | +4.7% | -8.2% | +12.8% | +5.4% |
| 30D | +5.0% | -3.6% | +8.6% | +5.3% |
| 3M | -7.3% | +3.2% | -10.5% | -7.7% |
| 6M | +15.0% | +5.1% | +9.9% | +14.3% |
| YTD | +18.5% | +24.0% | -5.5% | +16.1% |
| 1Y | +27.1% | +20.7% | +6.5% | +24.8% |
| 3Y | +49.3% | +39.2% | +10.1% | +44.2% |
| 5Y | -1.6% | -74.5% | +72.9% | +2.1% |
| 10Y | +185.4% | +177.8% | +7.5% | +170.4% |
| All | +730.4% | +703.5% | +26.8% | +670.6% |
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