+89.2%
USB vs MTCH
+168.0%
-78.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +0.8% | -6.6% | +7.3% | +1.9% |
| 30D | +6.8% | -4.4% | +11.1% | +7.5% |
| 3M | -3.8% | +6.0% | -9.8% | -5.0% |
| 6M | +11.7% | +7.4% | +4.3% | +9.8% |
| YTD | +17.5% | +24.5% | -7.0% | +12.2% |
| 1Y | +33.8% | +22.3% | +11.5% | +28.1% |
| 3Y | +104.2% | +42.4% | +61.8% | +88.6% |
| 5Y | +26.4% | -73.6% | +100.0% | +41.9% |
| 10Y | +89.2% | +148.4% | -59.2% | +71.9% |
| All | +89.2% | +168.0% | -78.8% | +71.9% |
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 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