+329.1%
APP vs MTCH
-72.5%
+401.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.2% |
| 30D | -10.0% | +12.8% | -22.8% | -15.5% |
| 3M | -41.4% | +20.0% | -61.4% | -46.4% |
| 6M | -41.0% | +34.7% | -75.7% | -49.5% |
| YTD | -54.7% | +30.6% | -85.3% | -60.6% |
| 1Y | -45.3% | +10.9% | -56.3% | -48.6% |
| 3Y | +624.3% | -2.0% | +626.3% | +574.4% |
| 5Y | +329.1% | -72.6% | +401.8% | +818.2% |
| All | +329.1% | -72.5% | +401.7% | +818.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling