+8,904.8%
TER vs MTCH
+14,607.1%
-5,702.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | +9.7% | -18.0% | -11.1% |
| 3M | -12.2% | +21.1% | -33.3% | -17.8% |
| 6M | +17.1% | +37.5% | -20.4% | +5.5% |
| YTD | +84.7% | +31.9% | +52.8% | +67.4% |
| 1Y | +199.9% | +14.6% | +185.4% | +182.6% |
| 3Y | +232.8% | -6.2% | +238.9% | +223.5% |
| 5Y | +198.6% | -70.6% | +269.2% | +289.1% |
| 10Y | +1,669.7% | +185.6% | +1,484.2% | +1,007.8% |
| All | +8,904.8% | +14,607.1% | -5,702.4% | +3,846.3% |
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