+12,240.0%
MTZ vs MTCH
+14,652.2%
-2,412.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +16.5% | +6.7% | +9.8% | +15.1% |
| 30D | -10.2% | -1.4% | -8.8% | -10.4% |
| 3M | -34.2% | +14.8% | -48.9% | -36.3% |
| 6M | -56.0% | +19.4% | -75.3% | -57.9% |
| YTD | -14.8% | +32.3% | -47.2% | -20.4% |
| 1Y | -7.2% | +29.5% | -36.8% | -13.0% |
| 3Y | +275.8% | +47.2% | +228.5% | +239.0% |
| 5Y | +93.5% | -70.2% | +163.7% | +125.8% |
| 10Y | +432.7% | +156.0% | +276.7% | +296.5% |
| All | +12,240.0% | +14,652.2% | -2,412.2% | +6,921.5% |
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 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