+123.4%
ADI vs MTCH
-0.9%
+124.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.5% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | -1.2% | +15.9% | -17.1% | -4.6% |
| 3M | -7.8% | +23.3% | -31.1% | -12.9% |
| 6M | +19.3% | +40.1% | -20.8% | +8.3% |
| YTD | +40.9% | +33.6% | +7.3% | +29.2% |
| 1Y | +54.5% | +14.1% | +40.4% | +47.5% |
| 3Y | +123.4% | +1.4% | +122.0% | +106.5% |
| All | +123.4% | -0.9% | +124.3% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling