+67.2%
ADM vs MTCH
-72.5%
+139.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | +7.6% | +22.4% | -14.8% | +5.9% |
| 6M | +26.9% | +37.2% | -10.3% | +23.7% |
| YTD | +54.3% | +31.8% | +22.5% | +50.7% |
| 1Y | +45.7% | +12.9% | +32.8% | +44.0% |
| 3Y | +21.9% | -1.1% | +23.0% | +19.9% |
| 5Y | +67.2% | -73.5% | +140.7% | +72.6% |
| All | +67.2% | -72.5% | +139.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling