+36.0%
MTCH vs ADVB
-88.8%
+124.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | -1.8% | -14.0% | +12.2% | -1.7% |
| 30D | +10.4% | +41.0% | -30.5% | +10.3% |
| 3M | +21.0% | +127.9% | -106.9% | +18.5% |
| 6M | +36.6% | +101.3% | -64.7% | +32.0% |
| YTD | +29.7% | +53.8% | -24.1% | +26.8% |
| 1Y | +8.6% | +4.4% | +4.2% | +7.0% |
| All | +36.0% | -88.8% | +124.8% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling