+16.4%
APA vs MTCH
-2.2%
+18.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | +9.6% | +13.6% | -4.0% | +6.7% |
| 3M | +18.0% | +22.4% | -4.4% | +12.3% |
| 6M | +41.9% | +37.2% | +4.7% | +30.2% |
| YTD | +86.3% | +31.8% | +54.5% | +72.1% |
| 1Y | +97.9% | +12.9% | +85.0% | +90.6% |
| All | +16.4% | -2.2% | +18.6% | +14.2% |
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