+224.8%
MTCH vs ALM
+7,705.7%
-7,480.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +0.7% |
| 30D | +9.7% | +32.0% | -22.3% | +9.7% |
| 3M | +21.1% | -15.0% | +36.1% | +21.1% |
| 6M | +37.5% | -10.1% | +47.6% | +37.5% |
| YTD | +31.9% | +99.4% | -67.5% | +31.7% |
| 1Y | +14.6% | +316.4% | -301.8% | +14.2% |
| 3Y | -6.2% | +2,022.0% | -2,028.1% | -6.8% |
| 5Y | -70.6% | +941.2% | -1,011.8% | -70.8% |
| 10Y | +185.6% | +2,950.3% | -2,764.8% | +183.3% |
| All | +224.8% | +7,705.7% | -7,480.9% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling