+32.9%
TSLA vs MTCH
-2.2%
+35.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | +9.2% | +13.6% | -4.4% | +4.4% |
| 3M | -4.7% | +22.4% | -27.1% | -11.3% |
| 6M | -8.9% | +37.2% | -46.1% | -18.8% |
| YTD | -19.2% | +31.8% | -51.0% | -27.2% |
| 1Y | +4.5% | +12.9% | -8.4% | -0.9% |
| All | +32.9% | -2.2% | +35.1% | +20.8% |
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