+21.2%
ILMN vs MTCH
+203.9%
-182.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.1% |
| 7D | -9.2% | -1.4% | -7.8% | -8.8% |
| 30D | +4.4% | +13.6% | -9.3% | +0.5% |
| 3M | +23.9% | +22.4% | +1.5% | +16.3% |
| 6M | +64.5% | +37.2% | +27.3% | +49.3% |
| YTD | +53.5% | +31.8% | +21.7% | +40.4% |
| 1Y | +110.8% | +12.9% | +97.9% | +101.4% |
| 3Y | +30.7% | -1.1% | +31.8% | +25.7% |
| 5Y | -54.8% | -73.5% | +18.7% | -41.8% |
| All | +21.2% | +203.9% | -182.7% | -21.6% |
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 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