+26.6%
MTZ vs MTCH
+11.5%
+15.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +2.3% | -2.4% | +4.7% | +2.3% |
| 30D | -10.3% | +12.8% | -23.1% | -10.9% |
| 3M | -31.8% | +20.0% | -51.8% | -32.8% |
| 6M | -19.2% | +34.7% | -53.9% | -21.1% |
| YTD | +10.7% | +30.6% | -19.8% | +9.2% |
| All | +26.6% | +11.5% | +15.1% | +24.5% |
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