+365.7%
ALAB vs MTCH
+20.3%
+345.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.2% | -6.2% |
| 7D | +3.2% | -1.8% | +5.0% | +4.0% |
| 30D | -13.6% | +10.4% | -24.0% | -17.9% |
| 3M | -16.6% | +21.0% | -37.6% | -24.6% |
| 6M | +142.3% | +36.6% | +105.7% | +104.6% |
| YTD | +73.6% | +29.7% | +43.9% | +50.4% |
| 1Y | +33.7% | +8.6% | +25.1% | +27.0% |
| All | +365.7% | +20.3% | +345.3% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling