+803.2%
APP vs MTCH
+45.9%
+757.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.8% |
| 7D | +61.1% | +3.7% | +57.4% | +60.0% |
| 30D | +42.8% | -2.8% | +45.6% | +43.1% |
| 3M | +16.7% | +9.3% | +7.4% | +14.8% |
| 6M | -15.6% | +9.2% | -24.8% | -16.7% |
| YTD | -41.3% | +26.5% | -67.8% | -42.9% |
| 1Y | -39.3% | +22.6% | -61.9% | -40.9% |
| 3Y | +803.2% | +40.8% | +762.4% | +663.4% |
| All | +803.2% | +45.9% | +757.3% | +663.4% |
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 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