+123.4%
PM vs MTCH
-3.1%
+126.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -0.2% | +12.8% | -13.0% | -0.7% |
| 3M | +4.9% | +20.0% | -15.1% | +4.0% |
| 6M | +9.0% | +34.7% | -25.7% | +7.3% |
| YTD | +17.8% | +30.6% | -12.8% | +16.0% |
| 1Y | +16.8% | +10.9% | +5.9% | +16.1% |
| All | +123.4% | -3.1% | +126.5% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling