+356.2%
TPR vs MTCH
+142.9%
+213.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.3% | +6.7% | -7.0% | -2.3% |
| 30D | +15.1% | -1.8% | +16.9% | +15.3% |
| 3M | +3.5% | +12.2% | -8.7% | -0.6% |
| 6M | +0.4% | +16.6% | -16.2% | -5.2% |
| YTD | +4.6% | +31.8% | -27.2% | -5.2% |
| 1Y | +33.1% | +30.8% | +2.3% | +20.8% |
| 3Y | +396.0% | +49.6% | +346.3% | +320.1% |
| 5Y | +230.3% | -70.3% | +300.6% | +328.9% |
| All | +356.2% | +142.9% | +213.3% | +297.1% |
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