+19.4%
ALK vs MTCH
+47.1%
-27.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.5% | -2.9% |
| 7D | +2.6% | +3.5% | -1.0% | +1.2% |
| 30D | +7.8% | +0.3% | +7.5% | +7.3% |
| 3M | -15.2% | +13.7% | -28.9% | -19.8% |
| 6M | +5.0% | +17.6% | -12.5% | -2.0% |
| YTD | -18.4% | +31.8% | -50.3% | -27.6% |
| 1Y | -2.4% | +29.2% | -31.6% | -12.7% |
| All | +19.4% | +47.1% | -27.6% | -11.9% |
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