+97.7%
MTZ vs MTCH
-71.8%
+169.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.5% |
| 7D | +12.9% | +3.5% | +9.3% | +11.9% |
| 30D | -8.5% | +0.3% | -8.8% | -9.2% |
| 3M | -30.6% | +13.7% | -44.3% | -33.9% |
| 6M | -55.1% | +17.6% | -72.7% | -57.9% |
| YTD | -13.0% | +31.8% | -44.8% | -21.8% |
| 1Y | -4.3% | +29.2% | -33.5% | -13.5% |
| 3Y | +284.0% | +46.7% | +237.3% | +221.4% |
| 5Y | +97.7% | -70.9% | +168.6% | +166.3% |
| All | +97.7% | -71.8% | +169.5% | +166.3% |
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 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