+12,085.3%
MTZ vs MTCH
+14,599.3%
-2,513.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +5.0% | +6.7% | -1.7% | +3.7% |
| 30D | -6.0% | -1.8% | -4.2% | -6.1% |
| 3M | -36.1% | +12.2% | -48.3% | -37.9% |
| 6M | -56.9% | +16.6% | -73.5% | -58.6% |
| YTD | -15.9% | +31.8% | -47.8% | -21.4% |
| 1Y | -3.8% | +30.8% | -34.7% | -10.0% |
| 3Y | +272.3% | +49.6% | +222.6% | +234.8% |
| 5Y | +91.1% | -70.3% | +161.4% | +123.1% |
| 10Y | +426.0% | +155.1% | +270.9% | +291.8% |
| All | +12,085.3% | +14,599.3% | -2,513.9% | +6,838.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling