+49.0%
LYB vs MTCH
+28.3%
+20.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -2.3% |
| 7D | -5.7% | -8.2% | +2.5% | -6.2% |
| 30D | +4.6% | -3.6% | +8.2% | +4.4% |
| 3M | +5.5% | +3.2% | +2.3% | +6.3% |
| 6M | -19.1% | +5.1% | -24.2% | -17.8% |
| YTD | +47.1% | +24.0% | +23.0% | +50.6% |
| 1Y | +49.0% | +20.7% | +28.3% | +54.8% |
| All | +49.0% | +28.3% | +20.7% | +54.8% |
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