+3,452.6%
ALNY vs MTCH
+440.7%
+3,011.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -6.5% | +1.3% | -7.8% | -6.9% |
| 30D | +11.0% | +15.9% | -4.8% | +6.6% |
| 3M | -14.1% | +23.3% | -37.3% | -19.2% |
| 6M | -22.4% | +40.1% | -62.5% | -29.8% |
| YTD | -37.5% | +33.6% | -71.1% | -42.9% |
| 1Y | -46.9% | +14.1% | -61.0% | -49.6% |
| 3Y | +22.1% | +1.4% | +20.6% | +14.8% |
| 5Y | +31.2% | -73.1% | +104.3% | +74.5% |
| 10Y | +256.3% | +204.8% | +51.5% | +60.8% |
| All | +3,452.6% | +440.7% | +3,011.9% | +752.9% |
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