-57.5%
ALHC vs MTCH
-67.6%
+10.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.3% | +6.7% | -6.4% | -1.8% |
| 30D | -10.6% | -1.8% | -8.8% | -10.4% |
| 3M | -45.3% | +12.2% | -57.5% | -47.6% |
| 6M | -59.7% | +16.6% | -76.3% | -62.2% |
| YTD | -62.7% | +31.8% | -94.6% | -66.7% |
| 1Y | -56.1% | +30.8% | -86.9% | -60.7% |
| 3Y | +21.3% | +49.6% | -28.4% | -2.3% |
| 5Y | -66.0% | -70.3% | +4.4% | -49.5% |
| All | -57.5% | -67.6% | +10.1% | -41.0% |
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