+391.7%
APP vs MTCH
-70.3%
+461.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -23.3% | +9.7% | -33.0% | -26.5% |
| 3M | -42.6% | +21.1% | -63.7% | -47.7% |
| 6M | -33.6% | +37.5% | -71.1% | -43.4% |
| YTD | -52.4% | +31.9% | -84.3% | -58.6% |
| 1Y | -35.9% | +14.6% | -50.4% | -40.4% |
| 3Y | +642.2% | -6.2% | +648.4% | +614.1% |
| 5Y | +311.1% | -70.6% | +381.7% | +657.5% |
| All | +391.7% | -70.3% | +461.9% | +798.5% |
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