+276.5%
ADP vs MTCH
+208.0%
+68.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -3.4% | +1.3% | -4.6% | -3.6% |
| 30D | -0.4% | +15.9% | -16.3% | -2.9% |
| 3M | +19.7% | +23.3% | -3.6% | +15.2% |
| 6M | +27.9% | +40.1% | -12.2% | +20.3% |
| YTD | +5.9% | +33.6% | -27.6% | +0.3% |
| 1Y | -7.5% | +14.1% | -21.6% | -10.2% |
| 3Y | +15.4% | +1.4% | +14.0% | +11.8% |
| 5Y | +48.4% | -73.1% | +121.5% | +72.2% |
| All | +276.5% | +208.0% | +68.5% | +196.9% |
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