+357.0%
TPR vs MTCH
+143.8%
+213.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.1% | +6.7% | -7.8% | -3.1% |
| 30D | +15.1% | -1.4% | +16.5% | +15.1% |
| 3M | -13.4% | +14.8% | -28.2% | -17.6% |
| 6M | +1.4% | +19.4% | -18.0% | -5.1% |
| YTD | +4.8% | +32.3% | -27.5% | -5.2% |
| 1Y | +29.2% | +29.5% | -0.3% | +17.7% |
| 3Y | +403.7% | +47.2% | +356.4% | +328.6% |
| 5Y | +230.8% | -70.2% | +301.1% | +329.2% |
| All | +357.0% | +143.8% | +213.2% | +297.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling