-50.0%
TE vs MTCH
-50.1%
+0.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.2% |
| 7D | +15.0% | -2.4% | +17.4% | +15.7% |
| 30D | -7.5% | +12.8% | -20.3% | -11.0% |
| 3M | -42.0% | +20.0% | -61.9% | -45.6% |
| 6M | -31.4% | +34.7% | -66.1% | -37.9% |
| YTD | -26.5% | +30.6% | -57.1% | -33.3% |
| 1Y | +153.1% | +10.9% | +142.2% | +141.5% |
| 3Y | -20.7% | -2.0% | -18.6% | -23.6% |
| 5Y | -45.4% | -72.6% | +27.2% | -38.9% |
| All | -50.0% | -50.1% | +0.1% | -44.2% |
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 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