+227.9%
TPR vs MTCH
-71.8%
+299.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.2% |
| 7D | +6.4% | +3.5% | +2.9% | +5.0% |
| 30D | +13.8% | +0.3% | +13.5% | +13.1% |
| 3M | -16.6% | +13.7% | -30.3% | -21.0% |
| 6M | +0.7% | +17.6% | -16.9% | -6.4% |
| YTD | +5.3% | +31.8% | -26.5% | -6.3% |
| 1Y | +32.4% | +29.2% | +3.1% | +18.5% |
| 3Y | +406.4% | +46.7% | +359.7% | +315.0% |
| 5Y | +227.9% | -70.9% | +298.8% | +401.3% |
| All | +227.9% | -71.8% | +299.7% | +401.3% |
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 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