+18.9%
UL vs MTCH
-73.3%
+92.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +0.5% | +15.9% | -15.4% | -0.9% |
| 3M | +7.2% | +23.3% | -16.0% | +5.2% |
| 6M | -3.1% | +40.1% | -43.2% | -6.0% |
| YTD | -2.7% | +33.6% | -36.3% | -5.4% |
| 1Y | -10.2% | +14.1% | -24.3% | -11.6% |
| 3Y | +20.3% | +1.4% | +18.8% | +18.3% |
| All | +18.9% | -73.3% | +92.1% | +28.9% |
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