+7,716.4%
TPR vs MTCH
+662.9%
+7,053.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -23.0% | +9.7% | -32.7% | -25.7% |
| 3M | -12.5% | +21.1% | -33.5% | -18.9% |
| 6M | -21.4% | +37.5% | -58.9% | -30.6% |
| YTD | -3.5% | +31.9% | -35.4% | -13.7% |
| 1Y | +17.4% | +14.6% | +2.8% | +10.4% |
| 3Y | +291.3% | -6.2% | +297.4% | +279.4% |
| 5Y | +241.9% | -70.6% | +312.5% | +376.0% |
| 10Y | +322.7% | +185.6% | +137.1% | +103.1% |
| All | +7,716.4% | +662.9% | +7,053.5% | +1,715.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling