+311.3%
ARM vs MTCH
-0.1%
+311.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.5% |
| 7D | +11.4% | -1.8% | +13.2% | +12.2% |
| 30D | -7.4% | +10.4% | -17.9% | -11.9% |
| 3M | -24.5% | +21.0% | -45.5% | -32.0% |
| 6M | +128.7% | +36.6% | +92.0% | +96.5% |
| YTD | +139.3% | +29.7% | +109.6% | +109.7% |
| 1Y | +88.0% | +8.6% | +79.4% | +77.3% |
| All | +311.3% | -0.1% | +311.3% | +328.9% |
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