+369.5%
ALAB vs MTCH
+23.9%
+345.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.7% |
| 7D | -6.2% | +1.3% | -7.4% | -6.7% |
| 30D | -8.7% | +15.9% | -24.5% | -15.2% |
| 3M | -20.7% | +23.3% | -44.0% | -28.9% |
| 6M | +133.5% | +40.1% | +93.4% | +95.0% |
| YTD | +75.1% | +33.6% | +41.5% | +49.6% |
| 1Y | +25.0% | +14.1% | +11.0% | +16.1% |
| All | +369.5% | +23.9% | +345.5% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling