-26.4%
APP vs MTCH
+29.6%
-56.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +4.6% | +6.7% | -2.1% | +1.4% |
| 30D | +56.0% | -1.8% | +57.8% | +56.4% |
| 3M | +30.8% | +12.2% | +18.6% | +20.1% |
| 6M | -9.8% | +16.6% | -26.4% | -18.9% |
| YTD | -39.3% | +31.8% | -71.1% | -48.6% |
| 1Y | -26.4% | +30.8% | -57.3% | -37.4% |
| All | -26.4% | +29.6% | -56.0% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling