+4,152.6%
USB vs MTCH
+13,727.1%
-9,574.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.7% |
| 7D | -1.5% | -8.2% | +6.7% | -0.3% |
| 30D | +4.3% | -3.6% | +7.9% | +4.7% |
| 3M | -6.1% | +3.2% | -9.2% | -6.7% |
| 6M | +9.4% | +5.1% | +4.3% | +8.2% |
| YTD | +15.2% | +24.0% | -8.9% | +11.1% |
| 1Y | +32.8% | +20.7% | +12.1% | +28.6% |
| 3Y | +91.3% | +39.2% | +52.1% | +79.9% |
| 5Y | +22.7% | -74.5% | +97.2% | +39.6% |
| 10Y | +97.0% | +177.8% | -80.8% | +56.1% |
| All | +4,152.6% | +13,727.1% | -9,574.5% | +2,674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling