+12,926.4%
TDG vs MTCH
+497.1%
+12,429.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -1.9% | +1.3% | -3.1% | -2.2% |
| 30D | -7.7% | +15.9% | -23.6% | -11.4% |
| 3M | -9.3% | +23.3% | -32.6% | -14.7% |
| 6M | -9.4% | +40.1% | -49.5% | -17.9% |
| YTD | -14.3% | +33.6% | -47.8% | -21.4% |
| 1Y | -11.8% | +14.1% | -25.9% | -16.0% |
| 3Y | +52.0% | +1.4% | +50.5% | +43.8% |
| 5Y | +128.8% | -73.1% | +202.0% | +200.9% |
| 10Y | +543.8% | +204.8% | +339.0% | +245.4% |
| All | +12,926.4% | +497.1% | +12,429.3% | +3,655.9% |
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