+881.5%
THC vs MTCH
+14,607.2%
-13,725.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -0.7% | +0.7% | -1.3% | -0.8% |
| 30D | +1.3% | +9.7% | -8.5% | 0.0% |
| 3M | +64.2% | +21.1% | +43.2% | +59.9% |
| 6M | +8.3% | +37.5% | -29.2% | +3.5% |
| YTD | +33.4% | +31.9% | +1.5% | +27.8% |
| 1Y | +37.7% | +14.6% | +23.1% | +34.3% |
| 3Y | +236.8% | -6.2% | +242.9% | +231.8% |
| 5Y | +249.3% | -70.6% | +319.8% | +289.8% |
| 10Y | +995.2% | +185.6% | +809.7% | +814.7% |
| All | +881.5% | +14,607.2% | -13,725.6% | +708.7% |
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