+73.1%
UUUU vs MTCH
-0.9%
+74.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.2% |
| 7D | -10.5% | +1.3% | -11.8% | -10.7% |
| 30D | -10.5% | +15.9% | -26.4% | -12.2% |
| 3M | -14.1% | +23.3% | -37.4% | -16.5% |
| 6M | -35.5% | +40.1% | -75.6% | -38.3% |
| YTD | -10.9% | +33.6% | -44.5% | -14.5% |
| 1Y | +3.4% | +14.1% | -10.7% | +1.8% |
| 3Y | +73.1% | +1.4% | +71.7% | +88.3% |
| All | +73.1% | -0.9% | +74.0% | +88.3% |
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