+15,712.7%
MTZ vs MTCH
+14,607.1%
+1,105.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.1% | +9.7% | -20.8% | -12.8% |
| 3M | -36.7% | +21.1% | -57.8% | -39.2% |
| 6M | -21.9% | +37.5% | -59.4% | -27.0% |
| YTD | +9.1% | +31.9% | -22.8% | +2.6% |
| 1Y | +30.0% | +14.6% | +15.4% | +25.2% |
| 3Y | +138.5% | -6.2% | +144.6% | +135.6% |
| 5Y | +158.3% | -70.6% | +228.9% | +202.6% |
| 10Y | +700.8% | +185.6% | +515.2% | +486.6% |
| All | +15,712.7% | +14,607.1% | +1,105.5% | +8,951.1% |
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