+398.0%
MTZ vs MTCH
+142.9%
+255.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +5.0% | +6.7% | -1.7% | +3.5% |
| 30D | -6.0% | -1.8% | -4.2% | -6.1% |
| 3M | -36.1% | +12.2% | -48.3% | -38.3% |
| 6M | -56.9% | +16.6% | -73.5% | -58.9% |
| YTD | -15.9% | +31.8% | -47.8% | -22.6% |
| 1Y | -3.8% | +30.8% | -34.7% | -11.4% |
| 3Y | +272.3% | +49.6% | +222.6% | +226.0% |
| 5Y | +91.1% | -70.3% | +161.4% | +121.9% |
| All | +398.0% | +142.9% | +255.2% | +318.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling