+156.3%
UMAC vs MTCH
+13.9%
+142.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.9% |
| 7D | -0.9% | +0.7% | -1.6% | -0.9% |
| 30D | -7.7% | +9.7% | -17.4% | -9.0% |
| 3M | -26.4% | +21.1% | -47.5% | -28.0% |
| 6M | +61.9% | +37.5% | +24.4% | +57.5% |
| YTD | +86.5% | +31.9% | +54.6% | +89.2% |
| 1Y | +156.3% | +14.6% | +141.8% | +142.7% |
| All | +156.3% | +13.9% | +142.4% | +142.7% |
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