+174.6%
ARM vs MTCH
-4.7%
+179.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.1% | +4.9% |
| 7D | -15.2% | -5.7% | -9.5% | -13.5% |
| 30D | -40.7% | -4.5% | -36.2% | -40.0% |
| 3M | -39.1% | +7.1% | -46.2% | -41.9% |
| 6M | -26.4% | +3.8% | -30.2% | -29.3% |
| YTD | +59.7% | +23.6% | +36.1% | +41.5% |
| 1Y | +10.3% | +22.2% | -11.9% | -1.8% |
| 3Y | +228.9% | +43.6% | +185.3% | +164.4% |
| All | +174.6% | -4.7% | +179.4% | +189.3% |
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 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