+49.8%
LLY vs MTCH
+12.5%
+37.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -3.2% | -1.4% | -1.7% | -3.0% |
| 30D | -7.4% | +13.6% | -21.1% | -8.8% |
| 3M | -1.0% | +22.4% | -23.4% | -4.3% |
| 6M | +12.5% | +37.2% | -24.7% | +6.9% |
| YTD | +5.0% | +31.8% | -26.8% | -1.2% |
| 1Y | +49.8% | +12.9% | +36.9% | +32.8% |
| All | +49.8% | +12.5% | +37.2% | +32.8% |
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