+2,807.9%
SYY vs MTCH
+14,456.1%
-11,648.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -0.2% | -2.4% | +2.1% | 0.0% |
| 30D | -2.7% | +12.8% | -15.5% | -3.9% |
| 3M | +5.9% | +20.0% | -14.1% | +3.9% |
| 6M | -2.3% | +34.7% | -37.0% | -5.4% |
| YTD | +13.1% | +30.6% | -17.5% | +9.7% |
| 1Y | +3.8% | +10.9% | -7.2% | +2.2% |
| 3Y | +26.7% | -2.0% | +28.8% | +24.8% |
| 5Y | +19.4% | -72.6% | +92.1% | +29.7% |
| 10Y | +112.0% | +197.9% | -85.9% | +84.0% |
| All | +2,807.9% | +14,456.1% | -11,648.2% | +2,164.2% |
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 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