+104.2%
MTB vs MTCH
-73.3%
+177.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | -4.8% | +15.9% | -20.7% | -7.6% |
| 3M | +6.0% | +23.3% | -17.3% | +1.3% |
| 6M | +19.6% | +40.1% | -20.5% | +11.2% |
| YTD | +21.5% | +33.6% | -12.1% | +13.8% |
| 1Y | +24.7% | +14.1% | +10.6% | +20.4% |
| 3Y | +108.6% | +1.4% | +107.2% | +100.2% |
| All | +104.2% | -73.3% | +177.5% | +129.5% |
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