+2,963.7%
ALB vs MTCH
+6,406.0%
-3,442.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -1.2% | +10.4% | -11.6% | -3.3% |
| 3M | -13.3% | +21.0% | -34.3% | -17.2% |
| 6M | -19.8% | +36.6% | -56.4% | -25.6% |
| YTD | -7.9% | +29.7% | -37.6% | -14.0% |
| 1Y | +60.2% | +8.6% | +51.6% | +55.6% |
| 3Y | -26.4% | -2.7% | -23.7% | -27.6% |
| 5Y | -42.5% | -72.9% | +30.4% | -29.6% |
| 10Y | +83.0% | +185.0% | -102.0% | +37.1% |
| All | +2,963.7% | +6,406.0% | -3,442.3% | +1,392.3% |
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