+657.4%
UMAC vs MTCH
+22.1%
+635.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.8% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -15.1% | +15.9% | -31.0% | -19.0% |
| 3M | -10.8% | +23.3% | -34.0% | -16.8% |
| 6M | +15.7% | +40.1% | -24.5% | +3.5% |
| YTD | +80.1% | +33.6% | +46.6% | +62.8% |
| 1Y | +116.7% | +14.1% | +102.6% | +106.5% |
| All | +657.4% | +22.1% | +635.4% | +600.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling