-14.3%
MTZ vs MTCH
+27.4%
-41.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.4% | -19.8% | -14.9% |
| 7D | -7.4% | -4.4% | -3.0% | -7.3% |
| 30D | -23.6% | -0.3% | -23.3% | -23.5% |
| 3M | -38.3% | -2.0% | -36.3% | -38.3% |
| 6M | -60.6% | +6.4% | -67.0% | -60.5% |
| YTD | -22.9% | +27.3% | -50.2% | -22.8% |
| 1Y | -14.3% | +30.3% | -44.6% | -15.6% |
| All | -14.3% | +27.4% | -41.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling