+210.6%
UAL vs MTCH
+47.1%
+163.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.8% |
| 7D | +2.3% | +3.5% | -1.3% | +0.6% |
| 30D | +13.3% | +0.3% | +13.1% | +12.7% |
| 3M | -6.3% | +13.7% | -20.0% | -12.7% |
| 6M | +22.5% | +17.6% | +4.9% | +11.8% |
| YTD | +5.9% | +31.8% | -26.0% | -9.3% |
| 1Y | +24.7% | +29.2% | -4.6% | +7.8% |
| All | +210.6% | +47.1% | +163.5% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling