-16.3%
UNH vs MTCH
-0.9%
-15.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.5% |
| 7D | -4.5% | +1.3% | -5.8% | -4.7% |
| 30D | -6.5% | +15.9% | -22.4% | -7.7% |
| 3M | -6.0% | +23.3% | -29.3% | -7.8% |
| 6M | +33.7% | +40.1% | -6.5% | +29.6% |
| YTD | +16.4% | +33.6% | -17.2% | +13.2% |
| 1Y | +10.1% | +14.1% | -4.0% | +8.1% |
| 3Y | -16.3% | +1.4% | -17.7% | -20.1% |
| All | -16.3% | -0.9% | -15.4% | -20.1% |
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