-72.7%
MTCH vs ALM
+839.2%
-912.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.5% |
| 7D | +1.3% | -11.8% | +13.1% | +1.4% |
| 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% | +40.4% |
| YTD | +33.6% | +75.8% | -42.2% | +31.6% |
| 1Y | +14.1% | +241.2% | -227.1% | +10.9% |
| 3Y | +1.4% | +1,872.6% | -1,871.2% | -7.5% |
| All | -72.7% | +839.2% | -912.0% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling