+5,531.7%
ADP vs MTCH
+14,599.3%
-9,067.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +2.2% | +6.7% | -4.5% | +1.3% |
| 30D | +10.6% | -1.8% | +12.4% | +10.7% |
| 3M | +12.9% | +12.2% | +0.7% | +11.1% |
| 6M | +50.6% | +16.6% | +34.0% | +47.3% |
| YTD | +23.2% | +31.8% | -8.7% | +18.4% |
| 1Y | +25.3% | +30.8% | -5.6% | +20.5% |
| 3Y | +47.1% | +49.6% | -2.5% | +37.1% |
| 5Y | +50.1% | -70.3% | +120.4% | +66.4% |
| 10Y | +323.6% | +155.1% | +168.6% | +246.7% |
| All | +5,531.7% | +14,599.3% | -9,067.6% | +3,601.0% |
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