+56.0%
ILMN vs MTCH
+142.9%
-86.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.1% |
| 7D | -2.9% | +6.7% | -9.5% | -4.7% |
| 30D | -23.8% | -1.8% | -22.0% | -23.7% |
| 3M | +7.5% | +12.2% | -4.8% | +3.3% |
| 6M | +42.8% | +16.6% | +26.2% | +35.1% |
| YTD | +57.8% | +31.8% | +26.0% | +43.6% |
| 1Y | +72.6% | +30.8% | +41.8% | +57.4% |
| 3Y | +129.3% | +49.6% | +79.7% | +96.6% |
| 5Y | -44.5% | -70.3% | +25.8% | -30.5% |
| All | +56.0% | +142.9% | -86.8% | +7.4% |
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