+32.7%
MTCH vs ADVB
-97.4%
+130.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.6% |
| 7D | +3.7% | -4.1% | +7.8% | +3.8% |
| 30D | -2.8% | -60.3% | +57.5% | -2.3% |
| 3M | +9.3% | -73.3% | +82.6% | +10.0% |
| 6M | +9.2% | -65.9% | +75.1% | +8.7% |
| YTD | +26.5% | -63.9% | +90.4% | +24.6% |
| 1Y | +22.6% | -74.1% | +96.8% | +23.1% |
| All | +32.7% | -97.4% | +130.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling