+108.7%
USB vs MTCH
+182.4%
-73.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -3.0% |
| 3M | +15.2% | +21.1% | -5.8% | +11.2% |
| 6M | +18.8% | +37.5% | -18.7% | +11.9% |
| YTD | +21.0% | +31.9% | -10.9% | +14.7% |
| 1Y | +34.0% | +14.6% | +19.5% | +30.0% |
| 3Y | +95.3% | -6.2% | +101.5% | +91.7% |
| 5Y | +40.4% | -70.6% | +111.0% | +54.9% |
| All | +108.7% | +182.4% | -73.7% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling