+296.4%
ARM vs MTCH
+1.7%
+294.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +4.5% |
| 7D | +5.5% | +0.7% | +4.8% | +5.0% |
| 30D | -8.2% | +9.7% | -17.9% | -12.4% |
| 3M | -35.9% | +21.1% | -57.0% | -42.2% |
| 6M | +103.1% | +37.5% | +65.6% | +74.2% |
| YTD | +130.6% | +31.9% | +98.7% | +100.7% |
| 1Y | +86.1% | +14.6% | +71.5% | +71.4% |
| All | +296.4% | +1.7% | +294.8% | +310.4% |
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