+74.0%
ALB vs MTCH
+208.0%
-134.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.8% |
| 7D | -6.6% | +1.3% | -7.9% | -7.0% |
| 30D | -8.1% | +15.9% | -24.0% | -12.2% |
| 3M | -25.7% | +23.3% | -49.0% | -30.8% |
| 6M | -29.5% | +40.1% | -69.6% | -37.3% |
| YTD | -16.2% | +33.6% | -49.8% | -24.7% |
| 1Y | +59.2% | +14.1% | +45.2% | +50.3% |
| 3Y | -33.7% | +1.4% | -35.2% | -36.7% |
| 5Y | -48.1% | -73.1% | +25.0% | -34.0% |
| All | +74.0% | +208.0% | -134.0% | +25.1% |
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 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