+95.6%
ALLE vs MTCH
+37.1%
+58.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -0.6% | -6.6% | +6.0% | +0.5% |
| 30D | +26.6% | -4.4% | +31.0% | +27.4% |
| 3M | +13.2% | +6.0% | +7.2% | +11.5% |
| 6M | +42.9% | +7.4% | +35.4% | +39.8% |
| YTD | +21.0% | +24.5% | -3.4% | +14.3% |
| 1Y | +15.2% | +22.3% | -7.1% | +9.1% |
| 3Y | +95.6% | +42.4% | +53.2% | +67.8% |
| All | +95.6% | +37.1% | +58.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling