+68.3%
T vs MTCH
-72.5%
+140.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +4.3% | +13.6% | -9.4% | +3.3% |
| 3M | +11.6% | +22.4% | -10.8% | +9.8% |
| 6M | -5.6% | +37.2% | -42.8% | -7.9% |
| YTD | +6.6% | +31.8% | -25.2% | +4.1% |
| 1Y | -8.4% | +12.9% | -21.3% | -9.4% |
| 3Y | +107.8% | -1.1% | +109.0% | +105.4% |
| 5Y | +68.3% | -73.5% | +141.8% | +78.5% |
| All | +68.3% | -72.5% | +140.8% | +78.5% |
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