-31.9%
ADSK vs MTCH
+13.9%
-45.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -6.9% | -7.7% |
| 7D | -16.4% | +0.7% | -17.1% | -16.7% |
| 30D | -9.2% | +9.7% | -18.9% | -13.4% |
| 3M | -6.7% | +21.1% | -27.8% | -16.1% |
| 6M | -15.5% | +37.5% | -53.0% | -29.3% |
| YTD | -26.4% | +31.9% | -58.3% | -37.3% |
| 1Y | -31.9% | +14.6% | -46.4% | -39.9% |
| All | -31.9% | +13.9% | -45.8% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling