+12.5%
UAL vs MTCH
+29.6%
-17.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -3.0% | +6.7% | -9.7% | -5.5% |
| 30D | +10.5% | -1.8% | +12.3% | +10.6% |
| 3M | -13.5% | +12.2% | -25.7% | -18.2% |
| 6M | +14.2% | +16.6% | -2.4% | +5.5% |
| YTD | -2.2% | +31.8% | -34.1% | -14.3% |
| 1Y | +12.5% | +30.8% | -18.3% | -1.3% |
| All | +12.5% | +29.6% | -17.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling