-92.8%
UUUU vs MTCH
+405.8%
-498.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.4% |
| 7D | -10.5% | +1.3% | -11.8% | -10.9% |
| 30D | -10.5% | +15.9% | -26.4% | -14.9% |
| 3M | -14.1% | +23.3% | -37.4% | -20.4% |
| 6M | -35.5% | +40.1% | -75.6% | -42.9% |
| YTD | -10.9% | +33.6% | -44.5% | -20.8% |
| 1Y | +3.4% | +14.1% | -10.7% | -3.3% |
| 3Y | +73.1% | +1.4% | +71.7% | +60.6% |
| 5Y | +87.1% | -73.1% | +160.3% | +163.1% |
| 10Y | +463.0% | +204.8% | +258.3% | +210.3% |
| All | -92.8% | +405.8% | -498.6% | -97.3% |
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 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