-7.6%
ALC vs MTCH
-70.4%
+62.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | -1.1% | +6.7% | -7.8% | -2.4% |
| 30D | +16.0% | -1.8% | +17.9% | +16.3% |
| 3M | +0.8% | +12.2% | -11.4% | -1.7% |
| 6M | +16.8% | +16.6% | +0.2% | +12.7% |
| YTD | -5.5% | +31.8% | -37.3% | -11.4% |
| 1Y | -5.3% | +30.8% | -36.1% | -11.0% |
| 3Y | +4.1% | +49.6% | -45.6% | -7.8% |
| All | -7.6% | -70.4% | +62.8% | +26.6% |
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