+899.5%
ALK vs MTCH
+14,599.3%
-13,699.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.2% | +6.7% | -7.8% | -2.5% |
| 30D | +7.7% | -1.8% | +9.5% | +8.0% |
| 3M | -19.0% | +12.2% | -31.2% | -21.0% |
| 6M | -0.2% | +16.6% | -16.8% | -3.5% |
| YTD | -23.5% | +31.8% | -55.3% | -28.0% |
| 1Y | -9.1% | +30.8% | -40.0% | -14.4% |
| 3Y | +12.0% | +49.6% | -37.6% | +1.5% |
| 5Y | -30.9% | -70.3% | +39.5% | -17.4% |
| 10Y | -45.6% | +155.1% | -200.6% | -59.3% |
| All | +899.5% | +14,599.3% | -13,699.8% | +512.4% |
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