-70.6%
MTCH vs ABCL
-81.3%
+10.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +9.7% | +93.1% | -83.3% | -3.8% |
| 3M | +21.1% | +79.4% | -58.4% | +6.5% |
| 6M | +37.5% | +214.9% | -177.4% | +8.0% |
| YTD | +31.9% | +234.2% | -202.3% | +1.1% |
| 1Y | +14.6% | +174.8% | -160.2% | -10.6% |
| 3Y | -6.2% | +104.5% | -110.6% | -27.5% |
| 5Y | -70.6% | -39.0% | -31.6% | -74.0% |
| All | -70.6% | -81.3% | +10.7% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling