+640.8%
APP vs MTCH
-3.6%
+644.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | -10.0% | +10.4% | -20.5% | -11.6% |
| 3M | -44.6% | +21.0% | -65.6% | -46.1% |
| 6M | -37.9% | +36.6% | -74.5% | -40.6% |
| YTD | -53.7% | +29.7% | -83.4% | -55.4% |
| 1Y | -43.0% | +8.6% | -51.6% | -44.6% |
| 3Y | +640.8% | -2.7% | +643.5% | +612.2% |
| All | +640.8% | -3.6% | +644.4% | +612.2% |
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