+6,194.0%
TER vs MTCH
+14,599.3%
-8,405.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +14.4% | +6.7% | +7.7% | +12.3% |
| 30D | -30.6% | -1.8% | -28.8% | -30.4% |
| 3M | -39.2% | +12.2% | -51.4% | -41.7% |
| 6M | -31.3% | +16.6% | -47.9% | -35.4% |
| YTD | +29.1% | +31.8% | -2.8% | +16.4% |
| 1Y | +47.4% | +30.8% | +16.6% | +33.2% |
| 3Y | +191.2% | +49.6% | +141.6% | +147.5% |
| 5Y | +74.0% | -70.3% | +144.3% | +126.4% |
| 10Y | +1,005.1% | +155.1% | +850.0% | +613.4% |
| All | +6,194.0% | +14,599.3% | -8,405.3% | +2,643.2% |
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