+14.9%
BABA vs MTCH
+132.0%
-117.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | -8.4% | +0.3% | -8.6% | -8.7% |
| 3M | -20.6% | +13.7% | -34.3% | -23.8% |
| 6M | -25.4% | +17.6% | -43.0% | -29.3% |
| YTD | -30.1% | +31.8% | -62.0% | -36.2% |
| 1Y | -36.3% | +29.2% | -65.5% | -41.6% |
| 3Y | +30.4% | +46.7% | -16.3% | +11.4% |
| 5Y | -35.7% | -70.9% | +35.2% | -18.0% |
| 10Y | +16.0% | +155.1% | -139.0% | -18.1% |
| All | +14.9% | +132.0% | -117.1% | -16.2% |
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