+199.6%
ARM vs MTCH
+1.6%
+198.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | +9.1% | +6.7% | +2.4% | +6.4% |
| 30D | -19.9% | -1.8% | -18.1% | -19.7% |
| 3M | -31.6% | +12.2% | -43.8% | -35.9% |
| 6M | -13.9% | +16.6% | -30.5% | -21.4% |
| YTD | +74.3% | +31.8% | +42.5% | +50.5% |
| 1Y | +35.8% | +30.8% | +5.0% | +17.6% |
| 3Y | +268.6% | +49.6% | +219.0% | +190.5% |
| All | +199.6% | +1.6% | +198.0% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling