+273.4%
UAL vs MTCH
+556.2%
-282.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.5% |
| 7D | +2.3% | +3.5% | -1.3% | +0.8% |
| 30D | +13.3% | +0.3% | +13.1% | +12.9% |
| 3M | -6.3% | +13.7% | -20.0% | -11.6% |
| 6M | +22.5% | +17.6% | +4.9% | +13.6% |
| YTD | +5.9% | +31.8% | -26.0% | -6.8% |
| 1Y | +24.7% | +29.2% | -4.6% | +10.6% |
| 3Y | +211.6% | +46.7% | +164.9% | +156.6% |
| 5Y | +130.6% | -70.9% | +201.5% | +238.9% |
| 10Y | +96.5% | +155.1% | -58.6% | -21.6% |
| All | +273.4% | +556.2% | -282.8% | -60.2% |
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