+207.2%
UMC vs MTCH
+13.9%
+193.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.8% |
| 7D | +5.0% | +0.7% | +4.3% | +4.8% |
| 30D | +7.7% | +9.7% | -2.1% | +5.8% |
| 3M | +1.7% | +21.1% | -19.4% | -2.3% |
| 6M | +113.9% | +37.5% | +76.4% | +99.4% |
| YTD | +168.9% | +31.9% | +137.0% | +153.0% |
| 1Y | +207.2% | +14.6% | +192.7% | +189.7% |
| All | +207.2% | +13.9% | +193.3% | +189.7% |
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