+4,912.5%
ADP vs MTCH
+14,607.1%
-9,694.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +2.8% | +9.7% | -6.9% | +1.5% |
| 3M | +20.9% | +21.1% | -0.1% | +17.8% |
| 6M | +29.9% | +37.5% | -7.6% | +24.3% |
| YTD | +9.6% | +31.9% | -22.3% | +5.5% |
| 1Y | -5.3% | +14.6% | -19.8% | -7.3% |
| 3Y | +16.5% | -6.2% | +22.6% | +15.0% |
| 5Y | +49.4% | -70.6% | +120.0% | +65.6% |
| 10Y | +282.2% | +185.6% | +96.6% | +208.4% |
| All | +4,912.5% | +14,607.1% | -9,694.6% | +3,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling