+188.6%
TECK vs MTCH
-73.3%
+261.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +0.7% | +15.9% | -15.1% | -2.4% |
| 3M | +4.6% | +23.3% | -18.7% | -0.5% |
| 6M | +25.1% | +40.1% | -15.0% | +15.7% |
| YTD | +39.2% | +33.6% | +5.6% | +29.6% |
| 1Y | +60.3% | +14.1% | +46.3% | +54.4% |
| 3Y | +62.9% | +1.4% | +61.5% | +56.5% |
| All | +188.6% | -73.3% | +261.8% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling