+16.7%
BABA vs MTCH
+188.8%
-172.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | -17.3% | +12.8% | -30.1% | -20.2% |
| 3M | -7.8% | +20.0% | -27.7% | -12.8% |
| 6M | -16.8% | +34.7% | -51.5% | -24.1% |
| YTD | -24.7% | +30.6% | -55.2% | -31.0% |
| 1Y | -24.9% | +10.9% | -35.9% | -28.1% |
| 3Y | +29.1% | -2.0% | +31.1% | +23.7% |
| 5Y | -30.5% | -72.6% | +42.1% | -9.6% |
| 10Y | +16.7% | +197.9% | -181.2% | -25.3% |
| All | +16.7% | +188.8% | -172.1% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling