+22.0%
ADM vs MTCH
-2.2%
+24.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | +8.7% | +13.6% | -4.9% | +7.6% |
| 3M | +7.6% | +22.4% | -14.8% | +5.7% |
| 6M | +26.9% | +37.2% | -10.3% | +23.1% |
| YTD | +54.3% | +31.8% | +22.5% | +50.1% |
| 1Y | +45.7% | +12.9% | +32.8% | +44.2% |
| All | +22.0% | -2.2% | +24.3% | +18.7% |
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