-24.1%
TE vs MTCH
-0.9%
-23.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | +0.2% | +1.3% | -1.0% | -0.4% |
| 30D | -5.9% | +15.9% | -21.8% | -11.9% |
| 3M | -45.6% | +23.3% | -68.8% | -51.1% |
| 6M | -43.4% | +40.1% | -83.5% | -51.9% |
| YTD | -31.0% | +33.6% | -64.6% | -40.7% |
| 1Y | +145.2% | +14.1% | +131.1% | +127.1% |
| 3Y | -24.1% | +1.4% | -25.5% | -23.2% |
| All | -24.1% | -0.9% | -23.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling