+7,056.0%
TDY vs MTCH
+721.1%
+6,335.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -12.0% | +15.9% | -27.9% | -15.2% |
| 3M | -3.2% | +23.3% | -26.5% | -8.3% |
| 6M | -7.9% | +40.1% | -48.0% | -15.5% |
| YTD | +18.2% | +33.6% | -15.4% | +9.2% |
| 1Y | +6.7% | +14.1% | -7.4% | +2.1% |
| 3Y | +47.5% | +1.4% | +46.1% | +40.4% |
| 5Y | +39.5% | -73.1% | +112.6% | +74.0% |
| 10Y | +477.2% | +204.8% | +272.4% | +241.2% |
| All | +7,056.0% | +721.1% | +6,335.0% | +2,345.0% |
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