+17,975.4%
PH vs MTCH
+14,599.3%
+3,376.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +4.3% | +6.7% | -2.3% | +3.3% |
| 30D | +0.1% | -1.8% | +2.0% | +0.2% |
| 3M | -9.4% | +12.2% | -21.6% | -11.4% |
| 6M | +8.8% | +16.6% | -7.9% | +5.3% |
| YTD | +9.6% | +31.8% | -22.2% | +3.7% |
| 1Y | +14.4% | +30.8% | -16.4% | +8.4% |
| 3Y | +134.5% | +49.6% | +84.9% | +114.2% |
| 5Y | +204.4% | -70.3% | +274.8% | +246.6% |
| 10Y | +697.3% | +155.1% | +542.2% | +523.0% |
| All | +17,975.4% | +14,599.3% | +3,376.1% | +11,199.3% |
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 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