+166.3%
MTZ vs MTCH
-72.5%
+238.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.9% |
| 30D | -10.3% | +12.8% | -23.1% | -13.6% |
| 3M | -31.8% | +20.0% | -51.8% | -35.8% |
| 6M | -19.2% | +34.7% | -53.9% | -26.8% |
| YTD | +10.7% | +30.6% | -19.8% | +0.8% |
| 1Y | +37.5% | +10.9% | +26.6% | +31.2% |
| 3Y | +162.4% | -2.0% | +164.4% | +149.7% |
| 5Y | +166.3% | -72.6% | +239.0% | +215.9% |
| All | +166.3% | -72.5% | +238.9% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling