+461.3%
MTCH vs URA
-31.1%
+492.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +9.7% | +7.4% | +2.3% | +7.3% |
| 3M | +21.1% | -8.4% | +29.5% | +22.8% |
| 6M | +37.5% | -12.7% | +50.2% | +40.0% |
| YTD | +31.9% | +7.8% | +24.1% | +24.6% |
| 1Y | +14.6% | +19.5% | -4.9% | +3.2% |
| 3Y | -6.2% | +116.4% | -122.6% | -33.2% |
| 5Y | -70.6% | +134.3% | -204.9% | -80.1% |
| 10Y | +185.6% | +359.3% | -173.7% | +50.2% |
| All | +461.3% | -31.1% | +492.4% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling