+131.2%
TLT vs MTCH
+629.4%
-498.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.3% |
| 30D | -0.3% | +10.4% | -10.7% | +0.1% |
| 3M | -1.7% | +21.0% | -22.7% | -0.9% |
| 6M | -4.9% | +36.6% | -41.5% | -3.5% |
| YTD | -2.8% | +29.7% | -32.5% | -1.6% |
| 1Y | -4.2% | +8.6% | -12.8% | -3.7% |
| 3Y | -1.1% | -2.7% | +1.6% | -0.7% |
| 5Y | -33.7% | -72.9% | +39.2% | -37.7% |
| 10Y | -20.7% | +185.0% | -205.7% | -6.1% |
| All | +131.2% | +629.4% | -498.2% | +230.7% |
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