+130.0%
UAL vs MTCH
-72.5%
+202.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -1.1% | -2.4% | +1.2% | -0.3% |
| 30D | -13.4% | +12.8% | -26.2% | -17.4% |
| 3M | -2.3% | +20.0% | -22.3% | -9.1% |
| 6M | +13.3% | +34.7% | -21.4% | +0.9% |
| YTD | -4.2% | +30.6% | -34.8% | -14.0% |
| 1Y | +1.4% | +10.9% | -9.5% | -3.5% |
| 3Y | +125.8% | -2.0% | +127.8% | +116.0% |
| 5Y | +130.0% | -72.6% | +202.6% | +234.4% |
| All | +130.0% | -72.5% | +202.5% | +234.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling