+22.0%
USB vs MTCH
-74.5%
+96.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -5.7% | +5.7% | +1.3% |
| 30D | +5.8% | -4.5% | +10.3% | +6.7% |
| 3M | -6.0% | +7.1% | -13.1% | -7.8% |
| 6M | +7.8% | +3.8% | +4.0% | +6.1% |
| YTD | +14.6% | +23.6% | -9.0% | +7.8% |
| 1Y | +31.8% | +22.2% | +9.5% | +24.3% |
| 3Y | +91.5% | +43.6% | +47.9% | +71.0% |
| All | +22.0% | -74.5% | +96.6% | +45.8% |
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 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