+10.9%
MTCH vs ABCL
+164.4%
-153.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | +12.8% | +18.3% | -5.5% | +11.4% |
| 3M | +20.0% | +108.5% | -88.5% | +13.1% |
| 6M | +34.7% | +213.9% | -179.2% | +23.1% |
| YTD | +30.6% | +223.1% | -192.5% | +18.5% |
| 1Y | +10.9% | +160.6% | -149.7% | +3.3% |
| All | +10.9% | +164.4% | -153.4% | +3.3% |
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