+300.8%
AA vs MTCH
+14,357.7%
-14,056.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.0% |
| 30D | +3.3% | +10.4% | -7.1% | +1.2% |
| 3M | -29.4% | +21.0% | -50.4% | -32.3% |
| 6M | -12.8% | +36.6% | -49.4% | -18.6% |
| YTD | -2.1% | +29.7% | -31.8% | -8.0% |
| 1Y | +62.8% | +8.6% | +54.2% | +58.2% |
| 3Y | +90.5% | -2.7% | +93.2% | +86.6% |
| 5Y | +19.1% | -72.9% | +92.0% | +42.6% |
| 10Y | +124.8% | +185.0% | -60.2% | +71.6% |
| All | +300.8% | +14,357.7% | -14,056.9% | +141.4% |
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 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