+36.2%
ILMN vs MTCH
-3.1%
+39.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -3.9% | -2.4% | -1.5% | -3.1% |
| 30D | +6.9% | +12.8% | -5.9% | +2.6% |
| 3M | +28.1% | +20.0% | +8.1% | +19.8% |
| 6M | +65.0% | +34.7% | +30.2% | +48.2% |
| YTD | +56.3% | +30.6% | +25.7% | +41.3% |
| 1Y | +108.7% | +10.9% | +97.8% | +98.9% |
| All | +36.2% | -3.1% | +39.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling