+53.4%
ALLE vs MTCH
-73.8%
+127.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | -0.6% | -6.6% | +6.0% | +0.7% |
| 30D | +26.6% | -4.4% | +31.0% | +27.6% |
| 3M | +13.2% | +6.0% | +7.2% | +11.3% |
| 6M | +42.9% | +7.4% | +35.4% | +39.6% |
| YTD | +21.0% | +24.5% | -3.4% | +13.8% |
| 1Y | +15.2% | +22.3% | -7.1% | +8.6% |
| 3Y | +95.6% | +42.4% | +53.2% | +73.1% |
| 5Y | +53.4% | -73.6% | +127.0% | +94.6% |
| All | +53.4% | -73.8% | +127.2% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling