+28.2%
BABA vs MTCH
+132.1%
-103.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -4.8% | +0.7% | -5.4% | -5.0% |
| 30D | -11.9% | +9.7% | -21.6% | -14.3% |
| 3M | -9.3% | +21.1% | -30.3% | -14.3% |
| 6M | -14.2% | +37.5% | -51.7% | -22.1% |
| YTD | -22.0% | +31.9% | -54.0% | -28.6% |
| 1Y | -12.7% | +14.6% | -27.3% | -17.0% |
| 3Y | +26.7% | -6.2% | +32.8% | +23.1% |
| 5Y | -29.3% | -70.6% | +41.2% | -9.9% |
| 10Y | +21.2% | +185.6% | -164.3% | -16.5% |
| All | +28.2% | +132.1% | -103.9% | -6.2% |
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