+30.3%
MTCH vs ABCL
+138.2%
-107.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.4% |
| 7D | -4.4% | -10.0% | +5.6% | -3.8% |
| 30D | -0.3% | -10.9% | +10.6% | +0.3% |
| 3M | -2.0% | +101.6% | -103.7% | -7.7% |
| 6M | +6.4% | +167.5% | -161.1% | -2.8% |
| YTD | +27.3% | +259.1% | -231.7% | +12.4% |
| 1Y | +30.3% | +152.2% | -121.8% | +16.8% |
| All | +30.3% | +138.2% | -107.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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