+35.5%
MTCH vs ZYBT
-58.9%
+94.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | +1.3% | -3.7% | +5.0% | +1.3% |
| 30D | +15.9% | 0.0% | +15.9% | +15.9% |
| 3M | +23.3% | +72.2% | -48.9% | +23.2% |
| 6M | +40.1% | +103.1% | -63.0% | +38.6% |
| YTD | +33.6% | +34.8% | -1.2% | +33.3% |
| 1Y | +14.1% | -83.2% | +97.2% | +18.7% |
| All | +35.5% | -58.9% | +94.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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