+94.8%
AUR vs MTCH
-0.9%
+95.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | +1.4% | +1.3% | +0.2% | +0.7% |
| 30D | -6.4% | +15.9% | -22.3% | -14.1% |
| 3M | +7.7% | +23.3% | -15.6% | -5.0% |
| 6M | +44.5% | +40.1% | +4.4% | +19.1% |
| YTD | +67.4% | +33.6% | +33.9% | +40.8% |
| 1Y | +15.4% | +14.1% | +1.4% | +5.8% |
| 3Y | +94.8% | +1.4% | +93.4% | +59.6% |
| All | +94.8% | -0.9% | +95.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling