+16.0%
ALC vs MTCH
-20.8%
+36.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -6.3% | +1.3% | -7.6% | -6.6% |
| 30D | -10.3% | +15.9% | -26.1% | -12.9% |
| 3M | -0.7% | +23.3% | -24.0% | -5.1% |
| 6M | -17.8% | +40.1% | -58.0% | -23.6% |
| YTD | -15.8% | +33.6% | -49.4% | -21.1% |
| 1Y | -16.7% | +14.1% | -30.8% | -19.6% |
| 3Y | -19.7% | +1.4% | -21.2% | -22.7% |
| 5Y | -19.8% | -73.1% | +53.3% | -2.3% |
| All | +16.0% | -20.8% | +36.7% | +1.3% |
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 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