+992.0%
ALK vs MTCH
+14,607.1%
-13,615.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.8% |
| 7D | -0.7% | +0.7% | -1.3% | -0.8% |
| 30D | -19.2% | +9.7% | -29.0% | -20.8% |
| 3M | -1.5% | +21.1% | -22.6% | -5.4% |
| 6M | -13.1% | +37.5% | -50.5% | -18.6% |
| YTD | -16.4% | +31.9% | -48.3% | -21.3% |
| 1Y | -33.1% | +14.6% | -47.6% | -35.1% |
| 3Y | +0.6% | -6.2% | +6.8% | -0.4% |
| 5Y | -26.4% | -70.6% | +44.2% | -12.1% |
| 10Y | -34.2% | +185.6% | -219.7% | -51.9% |
| All | +992.0% | +14,607.1% | -13,615.2% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling