-16.8%
ALC vs MTCH
-3.1%
-13.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -5.3% | -2.4% | -2.9% | -4.9% |
| 30D | -7.1% | +12.8% | -19.9% | -8.8% |
| 3M | +0.8% | +20.0% | -19.2% | -2.2% |
| 6M | -16.0% | +34.7% | -50.7% | -20.1% |
| YTD | -12.7% | +30.6% | -43.3% | -16.7% |
| 1Y | -12.8% | +10.9% | -23.8% | -15.1% |
| All | -16.8% | -3.1% | -13.7% | -18.8% |
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 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