+3,801.4%
MTB vs MTCH
+14,593.1%
-10,791.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -4.6% | +13.6% | -18.2% | -6.2% |
| 3M | +7.4% | +22.4% | -15.0% | +4.5% |
| 6M | +18.7% | +37.2% | -18.5% | +13.6% |
| YTD | +21.1% | +31.8% | -10.7% | +16.4% |
| 1Y | +24.1% | +12.9% | +11.2% | +21.6% |
| 3Y | +115.3% | -1.1% | +116.5% | +111.8% |
| 5Y | +106.0% | -73.5% | +179.5% | +130.4% |
| 10Y | +171.6% | +200.7% | -29.1% | +116.5% |
| All | +3,801.4% | +14,593.1% | -10,791.7% | +2,415.9% |
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