+17.6%
ABNB vs MTCH
-69.2%
+86.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +0.9% |
| 7D | -6.5% | +1.3% | -7.7% | -7.0% |
| 30D | -5.5% | +15.9% | -21.4% | -11.3% |
| 3M | +30.0% | +23.3% | +6.8% | +18.5% |
| 6M | +27.6% | +40.1% | -12.6% | +9.9% |
| YTD | +25.4% | +33.6% | -8.2% | +10.1% |
| 1Y | +38.3% | +14.1% | +24.2% | +29.4% |
| 3Y | +15.5% | +1.4% | +14.1% | +8.2% |
| 5Y | +3.0% | -73.1% | +76.2% | +61.3% |
| All | +17.6% | -69.2% | +86.8% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling