+737.1%
MTZ vs MTCH
+203.9%
+533.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -14.8% | +13.6% | -28.5% | -17.5% |
| 3M | -30.8% | +22.4% | -53.2% | -34.3% |
| 6M | -22.6% | +37.2% | -59.8% | -28.7% |
| YTD | +6.8% | +31.8% | -25.0% | -1.0% |
| 1Y | +22.1% | +12.9% | +9.2% | +17.2% |
| 3Y | +153.1% | -1.1% | +154.2% | +144.6% |
| 5Y | +161.4% | -73.5% | +234.9% | +210.7% |
| All | +737.1% | +203.9% | +533.2% | +565.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling