+2,212.2%
TECK vs MTCH
+643.3%
+1,568.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | +4.9% | -2.4% | +7.3% | +5.5% |
| 30D | +5.2% | +12.8% | -7.6% | +1.6% |
| 3M | +13.8% | +20.0% | -6.2% | +7.4% |
| 6M | +38.5% | +34.7% | +3.8% | +26.2% |
| YTD | +47.3% | +30.6% | +16.8% | +34.7% |
| 1Y | +81.0% | +10.9% | +70.1% | +73.1% |
| 3Y | +79.9% | -2.0% | +81.9% | +71.6% |
| 5Y | +207.9% | -72.6% | +280.5% | +298.4% |
| 10Y | +389.5% | +197.9% | +191.6% | +156.7% |
| All | +2,212.2% | +643.3% | +1,568.8% | +700.5% |
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