+65.2%
ALAB vs MTCH
+13.9%
+51.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +10.1% |
| 7D | +7.2% | +0.7% | +6.6% | +6.9% |
| 30D | -2.5% | +9.7% | -12.2% | -6.2% |
| 3M | -13.3% | +21.1% | -34.4% | -19.6% |
| 6M | +172.8% | +37.5% | +135.3% | +135.4% |
| YTD | +86.6% | +31.9% | +54.7% | +67.3% |
| 1Y | +65.2% | +14.6% | +50.6% | +74.5% |
| All | +65.2% | +13.9% | +51.2% | +74.5% |
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 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