+506.6%
APP vs MTCH
-71.5%
+578.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -4.3% |
| 7D | +61.1% | +3.7% | +57.4% | +57.9% |
| 30D | +42.8% | -2.8% | +45.6% | +43.6% |
| 3M | +16.7% | +9.3% | +7.4% | +10.6% |
| 6M | -15.6% | +9.2% | -24.8% | -19.9% |
| YTD | -41.3% | +26.5% | -67.8% | -48.3% |
| 1Y | -39.3% | +22.6% | -61.9% | -45.7% |
| 3Y | +803.2% | +40.8% | +762.4% | +562.8% |
| 5Y | +313.2% | -72.9% | +386.0% | +677.5% |
| All | +506.6% | -71.5% | +578.1% | +1,022.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling