-58.8%
LUMN vs MTCH
+21.0%
-79.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.0% |
| 7D | -10.6% | -6.6% | -4.0% | -8.4% |
| 30D | -18.2% | -4.4% | -13.8% | -17.5% |
| 3M | -30.8% | +6.0% | -36.8% | -33.6% |
| 6M | -49.1% | +7.4% | -56.5% | -51.2% |
| YTD | -44.4% | +24.5% | -68.9% | -45.3% |
| All | -58.8% | +21.0% | -79.8% | -58.8% |
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