+17,941.2%
PH vs MTCH
+14,357.7%
+3,583.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.7% |
| 30D | -10.8% | +10.4% | -21.2% | -12.3% |
| 3M | +8.5% | +21.0% | -12.5% | +4.8% |
| 6M | +3.9% | +36.6% | -32.7% | -1.8% |
| YTD | +9.4% | +29.7% | -20.3% | +4.1% |
| 1Y | +26.8% | +8.6% | +18.2% | +24.0% |
| 3Y | +140.8% | -2.7% | +143.5% | +135.4% |
| 5Y | +253.8% | -72.9% | +326.7% | +308.5% |
| 10Y | +792.3% | +185.0% | +607.3% | +587.1% |
| All | +17,941.2% | +14,357.7% | +3,583.5% | +11,241.0% |
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