+218.7%
TPR vs MTCH
-72.5%
+291.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -7.3% | -2.4% | -4.9% | -6.5% |
| 30D | -30.7% | +12.8% | -43.5% | -33.7% |
| 3M | -21.6% | +20.0% | -41.6% | -27.0% |
| 6M | -21.3% | +34.7% | -56.1% | -29.7% |
| YTD | -10.2% | +30.6% | -40.7% | -19.1% |
| 1Y | +9.5% | +10.9% | -1.4% | +4.3% |
| 3Y | +280.8% | -2.0% | +282.8% | +263.8% |
| 5Y | +218.7% | -72.6% | +291.3% | +333.5% |
| All | +218.7% | -72.5% | +291.2% | +333.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling