+384.5%
ALAB vs MTCH
+21.1%
+363.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.7% |
| 7D | +9.6% | -2.4% | +12.0% | +10.8% |
| 30D | -5.3% | +12.8% | -18.1% | -11.0% |
| 3M | -12.0% | +20.0% | -32.0% | -20.1% |
| 6M | +145.7% | +34.7% | +111.0% | +109.0% |
| YTD | +80.7% | +30.6% | +50.1% | +56.0% |
| 1Y | +40.1% | +10.9% | +29.2% | +31.7% |
| All | +384.5% | +21.1% | +363.4% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling