+35.2%
LYFT vs MTCH
-0.9%
+36.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -8.4% | +1.3% | -9.6% | -8.9% |
| 30D | -7.6% | +15.9% | -23.5% | -13.0% |
| 3M | +11.7% | +23.3% | -11.5% | +2.7% |
| 6M | +15.1% | +40.1% | -25.0% | +0.7% |
| YTD | -20.9% | +33.6% | -54.5% | -29.5% |
| 1Y | -16.4% | +14.1% | -30.5% | -21.4% |
| 3Y | +35.2% | +1.4% | +33.8% | +26.3% |
| All | +35.2% | -0.9% | +36.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling