+262.2%
UMC vs MTCH
-0.9%
+263.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +9.0% | +1.3% | +7.7% | +8.7% |
| 30D | +17.2% | +15.9% | +1.4% | +13.9% |
| 3M | +11.4% | +23.3% | -11.9% | +6.6% |
| 6M | +137.5% | +40.1% | +97.4% | +121.5% |
| YTD | +193.1% | +33.6% | +159.5% | +175.3% |
| 1Y | +240.3% | +14.1% | +226.2% | +228.8% |
| 3Y | +262.2% | +1.4% | +260.8% | +245.2% |
| All | +262.2% | -0.9% | +263.1% | +245.2% |
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