+24.4%
LYB vs MTCH
+13.9%
+10.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +8.7% | +9.7% | -1.0% | +9.1% |
| 3M | -3.0% | +21.1% | -24.1% | -2.5% |
| 6M | +4.7% | +37.5% | -32.8% | +4.2% |
| YTD | +51.6% | +31.9% | +19.7% | +50.8% |
| 1Y | +24.4% | +14.6% | +9.8% | +25.4% |
| All | +24.4% | +13.9% | +10.4% | +25.4% |
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