+106.2%
UAL vs MTCH
+208.0%
-101.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.8% | +2.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -12.2% | +15.9% | -28.1% | -16.3% |
| 3M | -2.5% | +23.3% | -25.8% | -9.0% |
| 6M | +21.1% | +40.1% | -19.0% | +8.6% |
| YTD | -1.8% | +33.6% | -35.4% | -10.8% |
| 1Y | +0.4% | +14.1% | -13.7% | -4.3% |
| 3Y | +130.3% | +1.4% | +128.9% | +121.4% |
| 5Y | +147.7% | -73.1% | +220.8% | +228.0% |
| All | +106.2% | +208.0% | -101.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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