-29.2%
ALB vs MTCH
-3.1%
-26.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -8.6% | -2.4% | -6.2% | -7.7% |
| 30D | -4.0% | +12.8% | -16.8% | -8.7% |
| 3M | -17.4% | +20.0% | -37.3% | -24.4% |
| 6M | -25.4% | +34.7% | -60.1% | -36.1% |
| YTD | -10.5% | +30.6% | -41.1% | -22.8% |
| 1Y | +75.8% | +10.9% | +64.9% | +64.6% |
| All | -29.2% | -3.1% | -26.1% | -36.7% |
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