+152.4%
ALLE vs MTCH
+203.9%
-51.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -2.8% | -1.4% | -1.3% | -2.5% |
| 30D | -10.2% | +13.6% | -23.8% | -12.3% |
| 3M | +17.4% | +22.4% | -5.0% | +12.8% |
| 6M | +3.3% | +37.2% | -33.8% | -3.1% |
| YTD | -4.2% | +31.8% | -36.0% | -9.7% |
| 1Y | -10.5% | +12.9% | -23.4% | -13.3% |
| 3Y | +45.4% | -1.1% | +46.5% | +41.0% |
| 5Y | +11.9% | -73.5% | +85.4% | +29.9% |
| All | +152.4% | +203.9% | -51.5% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling