+251.3%
UAL vs MTCH
+556.6%
-305.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -16.1% | +9.7% | -25.8% | -19.4% |
| 3M | +6.1% | +21.1% | -14.9% | -2.3% |
| 6M | +10.8% | +37.5% | -26.6% | -3.3% |
| YTD | -0.4% | +31.9% | -32.3% | -11.9% |
| 1Y | +5.0% | +14.6% | -9.5% | -1.7% |
| 3Y | +124.0% | -6.2% | +130.2% | +119.4% |
| 5Y | +141.0% | -70.6% | +211.6% | +250.6% |
| 10Y | +118.0% | +185.6% | -67.6% | -19.4% |
| All | +251.3% | +556.6% | -305.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling