+198.1%
MTCH vs URA
+346.2%
-148.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.6% | +2.3% |
| 7D | +1.3% | -5.5% | +6.8% | +2.8% |
| 30D | +15.9% | -3.7% | +19.6% | +16.6% |
| 3M | +23.3% | -2.9% | +26.2% | +23.2% |
| 6M | +40.1% | -15.2% | +55.4% | +44.0% |
| YTD | +33.6% | +1.9% | +31.7% | +27.2% |
| 1Y | +14.1% | +6.9% | +7.1% | +5.0% |
| 3Y | +1.4% | +99.6% | -98.2% | -29.7% |
| 5Y | -73.1% | +101.2% | -174.3% | -82.2% |
| All | +198.1% | +346.2% | -148.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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