-30.7%
ALK vs MTCH
-72.5%
+41.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -3.0% | -2.4% | -0.6% | -2.2% |
| 30D | -14.6% | +12.8% | -27.4% | -17.9% |
| 3M | -10.6% | +20.0% | -30.5% | -15.7% |
| 6M | -6.7% | +34.7% | -41.4% | -15.1% |
| YTD | -19.8% | +30.6% | -50.3% | -26.6% |
| 1Y | -35.2% | +10.9% | -46.1% | -37.7% |
| 3Y | +1.4% | -2.0% | +3.4% | -2.7% |
| 5Y | -30.7% | -72.6% | +42.0% | -10.7% |
| All | -30.7% | -72.5% | +41.9% | -10.7% |
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