+5.0%
SYK vs MTCH
-73.6%
+78.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.3% | -1.4% | -10.9% | -12.1% |
| 30D | -22.4% | +13.6% | -36.1% | -24.2% |
| 3M | -12.3% | +22.4% | -34.7% | -15.6% |
| 6M | -24.3% | +37.2% | -61.5% | -28.8% |
| YTD | -22.8% | +31.8% | -54.6% | -27.0% |
| 1Y | -28.8% | +12.9% | -41.7% | -30.8% |
| 3Y | -4.0% | -1.1% | -2.9% | -6.4% |
| All | +5.0% | -73.6% | +78.6% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling