+7.9%
UMAC vs MTCH
+27.4%
-19.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +4.4% | -15.3% | -11.1% |
| 7D | -26.0% | -4.4% | -21.7% | -25.6% |
| 30D | -40.3% | -0.3% | -40.0% | -40.3% |
| 3M | -51.1% | -2.0% | -49.1% | -51.4% |
| 6M | -5.6% | +6.4% | -12.1% | -7.0% |
| YTD | +2.3% | +27.3% | -25.1% | +7.5% |
| 1Y | +7.9% | +30.3% | -22.5% | +8.6% |
| All | +7.9% | +27.4% | -19.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling