+22,994.0%
TSLA vs MTCH
+597.6%
+22,396.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | +11.2% | +12.8% | -1.6% | +6.1% |
| 3M | -7.3% | +20.0% | -27.2% | -13.7% |
| 6M | -7.7% | +34.7% | -42.5% | -18.2% |
| YTD | -18.2% | +30.6% | -48.8% | -27.0% |
| 1Y | +6.0% | +10.9% | -4.9% | +0.2% |
| 3Y | +48.0% | -2.0% | +50.1% | +40.9% |
| 5Y | +46.2% | -72.6% | +118.8% | +109.8% |
| 10Y | +2,737.0% | +197.9% | +2,539.1% | +1,632.2% |
| All | +22,994.0% | +597.6% | +22,396.4% | +8,026.7% |
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