+96.0%
ALLY vs MTCH
+127.3%
-31.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.1% | +6.7% | -8.8% | -3.8% |
| 30D | +2.0% | -1.4% | +3.4% | +2.2% |
| 3M | -13.3% | +14.8% | -28.1% | -16.7% |
| 6M | -9.9% | +19.4% | -29.2% | -14.4% |
| YTD | -13.5% | +32.3% | -45.9% | -20.3% |
| 1Y | -2.8% | +29.5% | -32.3% | -9.9% |
| 3Y | +63.4% | +47.2% | +16.2% | +43.6% |
| 5Y | -10.9% | -70.2% | +59.4% | +7.8% |
| 10Y | +174.7% | +156.0% | +18.8% | +117.0% |
| All | +96.0% | +127.3% | -31.3% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling