-19.2%
ALC vs MTCH
-72.5%
+53.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -2.9% |
| 7D | -7.7% | -1.4% | -6.2% | -7.4% |
| 30D | -11.7% | +13.6% | -25.3% | -13.9% |
| 3M | +0.7% | +22.4% | -21.7% | -3.5% |
| 6M | -17.1% | +37.2% | -54.3% | -22.4% |
| YTD | -15.1% | +31.8% | -46.9% | -20.1% |
| 1Y | -14.1% | +12.9% | -27.0% | -16.8% |
| 3Y | -18.2% | -1.1% | -17.0% | -20.6% |
| 5Y | -19.2% | -73.5% | +54.3% | -3.6% |
| All | -19.2% | -72.5% | +53.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling