+17.5%
LUV vs MTCH
+208.0%
-190.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | -1.0% | +1.3% | -2.2% | -1.2% |
| 30D | -12.4% | +15.9% | -28.2% | -15.3% |
| 3M | -11.0% | +23.3% | -34.3% | -15.2% |
| 6M | -5.0% | +40.1% | -45.1% | -12.0% |
| YTD | -3.8% | +33.6% | -37.4% | -10.2% |
| 1Y | +25.9% | +14.1% | +11.8% | +21.6% |
| 3Y | +42.2% | +1.4% | +40.8% | +37.4% |
| 5Y | -10.8% | -73.1% | +62.4% | +7.3% |
| All | +17.5% | +208.0% | -190.6% | -5.9% |
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