+54.0%
UNP vs MTCH
-73.3%
+127.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -2.7% | +15.9% | -18.6% | -4.7% |
| 3M | +6.5% | +23.3% | -16.8% | +3.2% |
| 6M | +14.4% | +40.1% | -25.8% | +8.5% |
| YTD | +24.8% | +33.6% | -8.8% | +19.0% |
| 1Y | +34.4% | +14.1% | +20.3% | +31.0% |
| 3Y | +43.6% | +1.4% | +42.2% | +39.2% |
| All | +54.0% | -73.3% | +127.2% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling