+103.8%
USB vs MTCH
+47.1%
+56.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +2.6% | +6.7% | -4.1% | +0.8% |
| 30D | +8.4% | -1.8% | +10.2% | +8.6% |
| 3M | -5.5% | +12.2% | -17.8% | -8.9% |
| 6M | +17.7% | +16.6% | +1.1% | +11.7% |
| YTD | +17.6% | +31.8% | -14.3% | +7.0% |
| 1Y | +33.9% | +30.8% | +3.0% | +22.0% |
| 3Y | +103.8% | +49.6% | +54.2% | +59.8% |
| All | +103.8% | +47.1% | +56.8% | +59.8% |
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