+47.9%
ADP vs MTCH
-72.5%
+120.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -5.7% | -1.4% | -4.3% | -5.4% |
| 30D | -1.4% | +13.6% | -15.0% | -3.7% |
| 3M | +16.6% | +22.4% | -5.8% | +12.1% |
| 6M | +24.9% | +37.2% | -12.2% | +17.4% |
| YTD | +5.6% | +31.8% | -26.2% | -0.1% |
| 1Y | -6.0% | +12.9% | -18.9% | -8.8% |
| 3Y | +14.5% | -1.1% | +15.6% | +11.1% |
| 5Y | +47.9% | -73.5% | +121.4% | +69.5% |
| All | +47.9% | -72.5% | +120.4% | +69.5% |
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 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