+1,688.8%
UL vs MTCH
+14,357.7%
-12,668.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +0.9% | +10.4% | -9.5% | +0.1% |
| 3M | +14.2% | +21.0% | -6.8% | +12.5% |
| 6M | -3.2% | +36.6% | -39.8% | -5.7% |
| YTD | -0.3% | +29.7% | -30.0% | -2.6% |
| 1Y | -8.8% | +8.6% | -17.4% | -9.6% |
| 3Y | +23.9% | -2.7% | +26.6% | +22.3% |
| 5Y | +21.4% | -72.9% | +94.3% | +29.8% |
| 10Y | +66.7% | +185.0% | -118.3% | +42.9% |
| All | +1,688.8% | +14,357.7% | -12,668.9% | +1,264.9% |
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 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