+171.1%
ADM vs MTCH
+208.0%
-37.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +9.5% | +15.9% | -6.4% | +7.9% |
| 3M | +10.6% | +23.3% | -12.7% | +8.3% |
| 6M | +24.0% | +40.1% | -16.1% | +19.7% |
| YTD | +54.0% | +33.6% | +20.4% | +49.1% |
| 1Y | +45.3% | +14.1% | +31.2% | +42.8% |
| 3Y | +21.8% | +1.4% | +20.3% | +19.3% |
| 5Y | +66.8% | -73.1% | +139.9% | +81.9% |
| All | +171.1% | +208.0% | -37.0% | +154.0% |
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