+1,303.1%
T vs MTCH
+14,357.7%
-13,054.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | +7.6% | +10.4% | -2.8% | +6.7% |
| 3M | +15.3% | +21.0% | -5.7% | +13.3% |
| 6M | -8.5% | +36.6% | -45.1% | -11.1% |
| YTD | +6.8% | +29.7% | -22.9% | +4.0% |
| 1Y | -7.2% | +8.6% | -15.8% | -8.3% |
| 3Y | +108.2% | -2.7% | +111.0% | +105.2% |
| 5Y | +66.1% | -72.9% | +139.0% | +79.0% |
| 10Y | +65.3% | +185.0% | -119.7% | +37.9% |
| All | +1,303.1% | +14,357.7% | -13,054.6% | +853.6% |
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