+662.0%
PBR vs MTCH
+208.0%
+454.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +5.4% | +1.3% | +4.1% | +5.1% |
| 30D | +22.9% | +15.9% | +7.0% | +19.7% |
| 3M | +19.6% | +23.3% | -3.6% | +14.8% |
| 6M | +16.5% | +40.1% | -23.7% | +8.9% |
| YTD | +86.7% | +33.6% | +53.1% | +75.4% |
| 1Y | +74.7% | +14.1% | +60.6% | +68.8% |
| 3Y | +102.6% | +1.4% | +101.2% | +94.9% |
| 5Y | +566.6% | -73.1% | +639.7% | +717.3% |
| All | +662.0% | +208.0% | +454.0% | +430.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling