+3,869.9%
ABT vs MTCH
+14,456.1%
-10,586.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.7% | -2.4% | -2.4% | -4.5% |
| 30D | -3.1% | +12.8% | -15.9% | -4.2% |
| 3M | +16.1% | +20.0% | -3.8% | +14.0% |
| 6M | -5.3% | +34.7% | -40.1% | -8.2% |
| YTD | -14.4% | +30.6% | -45.0% | -16.9% |
| 1Y | -18.4% | +10.9% | -29.3% | -19.6% |
| 3Y | +11.2% | -2.0% | +13.2% | +9.3% |
| 5Y | -9.4% | -72.6% | +63.3% | -1.5% |
| 10Y | +209.7% | +197.9% | +11.9% | +163.9% |
| All | +3,869.9% | +14,456.1% | -10,586.1% | +2,728.6% |
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