+44.6%
AU vs MTCH
+27.4%
+17.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.4% | +3.5% | +7.1% |
| 7D | +0.8% | -4.4% | +5.2% | +1.4% |
| 30D | -7.0% | -0.3% | -6.7% | -7.2% |
| 3M | +8.5% | -2.0% | +10.6% | +8.1% |
| 6M | -1.3% | +6.4% | -7.7% | -5.0% |
| YTD | +6.8% | +27.3% | -20.6% | +1.1% |
| 1Y | +44.6% | +30.3% | +14.3% | +33.8% |
| All | +44.6% | +27.4% | +17.2% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling