+198.1%
MTCH vs ALM
+2,589.2%
-2,391.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.5% |
| 7D | +1.3% | -11.8% | +13.1% | +1.5% |
| 30D | +15.9% | +7.8% | +8.1% | +15.6% |
| 3M | +23.3% | -9.3% | +32.5% | +23.2% |
| 6M | +40.1% | -30.5% | +70.6% | +40.6% |
| YTD | +33.6% | +75.8% | -42.2% | +30.6% |
| 1Y | +14.1% | +241.2% | -227.1% | +9.2% |
| 3Y | +1.4% | +1,872.6% | -1,871.2% | -10.1% |
| 5Y | -73.1% | +849.6% | -922.7% | -75.8% |
| All | +198.1% | +2,589.2% | -2,391.1% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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