+215.3%
ALLE vs MTCH
+142.9%
+72.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.6% | +6.7% | -3.1% | +2.3% |
| 30D | +25.9% | -1.8% | +27.7% | +26.1% |
| 3M | +15.8% | +12.2% | +3.5% | +13.0% |
| 6M | +48.1% | +16.6% | +31.5% | +43.1% |
| YTD | +22.0% | +31.8% | -9.9% | +14.7% |
| 1Y | +18.0% | +30.8% | -12.8% | +11.1% |
| 3Y | +93.1% | +49.6% | +43.4% | +73.9% |
| 5Y | +52.1% | -70.3% | +122.4% | +73.4% |
| All | +215.3% | +142.9% | +72.4% | +152.3% |
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