+293.7%
TPR vs MTCH
-3.6%
+297.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | -27.3% | +10.4% | -37.7% | -29.7% |
| 3M | -16.2% | +21.0% | -37.2% | -21.7% |
| 6M | -17.9% | +36.6% | -54.5% | -26.2% |
| YTD | -7.1% | +29.7% | -36.8% | -15.3% |
| 1Y | +13.6% | +8.6% | +5.0% | +9.2% |
| 3Y | +293.7% | -2.7% | +296.5% | +273.0% |
| All | +293.7% | -3.6% | +297.4% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling