-34.5%
ADSK vs MTCH
+14.2%
-48.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -2.5% | +1.3% | -3.8% | -3.1% |
| 30D | -14.9% | +15.9% | -30.8% | -20.8% |
| 3M | +3.3% | +23.3% | -20.0% | -7.8% |
| 6M | -15.7% | +40.1% | -55.8% | -30.0% |
| YTD | -28.2% | +33.6% | -61.8% | -39.2% |
| 1Y | -34.5% | +14.1% | -48.6% | -42.6% |
| All | -34.5% | +14.2% | -48.7% | -42.6% |
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 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