-7.3%
ALLE vs MTCH
+13.9%
-21.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -6.8% | +9.7% | -16.5% | -8.0% |
| 3M | +21.0% | +21.1% | 0.0% | +17.2% |
| 6M | +1.1% | +37.5% | -36.4% | -4.8% |
| YTD | -0.5% | +31.9% | -32.5% | -6.1% |
| 1Y | -7.3% | +14.6% | -21.8% | -9.7% |
| All | -7.3% | +13.9% | -21.2% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling