+55.7%
LLY vs MTCH
+13.9%
+41.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -1.6% | +9.7% | -11.3% | -2.6% |
| 3M | +2.3% | +21.1% | -18.8% | -0.8% |
| 6M | +14.9% | +37.5% | -22.6% | +9.5% |
| YTD | +7.5% | +31.9% | -24.5% | +1.4% |
| 1Y | +55.7% | +14.6% | +41.1% | +38.3% |
| All | +55.7% | +13.9% | +41.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling