+797.8%
PH vs MTCH
+208.0%
+589.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | -11.0% | +15.9% | -26.9% | -13.7% |
| 3M | +5.5% | +23.3% | -17.8% | +0.5% |
| 6M | +1.5% | +40.1% | -38.7% | -6.3% |
| YTD | +8.8% | +33.6% | -24.8% | +1.2% |
| 1Y | +24.5% | +14.1% | +10.4% | +19.6% |
| 3Y | +141.2% | +1.4% | +139.7% | +131.6% |
| 5Y | +256.3% | -73.1% | +329.4% | +328.6% |
| All | +797.8% | +208.0% | +589.8% | +576.9% |
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