+293.7%
TMUS vs MTCH
+377.6%
-84.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +4.9% | +6.7% | -1.8% | +3.5% |
| 30D | +7.7% | -1.8% | +9.5% | +7.9% |
| 3M | -6.8% | +12.2% | -19.0% | -9.2% |
| 6M | -9.7% | +16.6% | -26.3% | -12.9% |
| YTD | -15.0% | +31.8% | -46.8% | -20.6% |
| 1Y | -19.1% | +30.8% | -50.0% | -24.4% |
| 3Y | +21.4% | +49.6% | -28.2% | +6.6% |
| 5Y | +51.2% | -70.3% | +121.5% | +82.5% |
| 10Y | +240.2% | +155.1% | +85.1% | +78.8% |
| All | +293.7% | +377.6% | -84.0% | +10.5% |
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