+34.0%
USB vs MTCH
+13.9%
+20.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | +0.7% | +0.8% | +1.3% |
| 30D | -1.3% | +9.7% | -11.0% | -3.2% |
| 3M | +15.2% | +21.1% | -5.8% | +10.1% |
| 6M | +18.8% | +37.5% | -18.7% | +8.9% |
| YTD | +21.0% | +31.9% | -10.9% | +12.3% |
| 1Y | +34.0% | +14.6% | +19.5% | +27.2% |
| All | +34.0% | +13.9% | +20.1% | +27.2% |
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 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