-71.8%
MTCH vs ABCL
-79.6%
+7.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +3.7% | +2.3% | +1.4% | +3.3% |
| 30D | -2.8% | -0.7% | -2.1% | -3.4% |
| 3M | +9.3% | +33.4% | -24.1% | +2.4% |
| 6M | +9.2% | +137.8% | -128.6% | -10.2% |
| YTD | +26.5% | +264.3% | -237.8% | -5.5% |
| 1Y | +22.6% | +209.2% | -186.6% | -5.8% |
| 3Y | +40.8% | +208.4% | -167.7% | -0.8% |
| 5Y | -72.9% | -11.9% | -61.0% | -77.1% |
| All | -71.8% | -79.6% | +7.8% | -74.2% |
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