+278.4%
TER vs MTCH
-2.2%
+280.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.8% |
| 7D | +9.4% | -1.4% | +10.8% | +9.7% |
| 30D | -2.4% | +13.6% | -16.1% | -6.1% |
| 3M | +6.5% | +22.4% | -15.9% | -0.5% |
| 6M | +23.2% | +37.2% | -14.0% | +10.9% |
| YTD | +91.5% | +31.8% | +59.7% | +73.8% |
| 1Y | +214.8% | +12.9% | +201.9% | +199.6% |
| All | +278.4% | -2.2% | +280.6% | +230.9% |
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