+150.0%
PM vs MTCH
+47.1%
+103.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.5% | +6.7% | -6.1% | +0.2% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | +6.2% | +12.2% | -6.0% | +5.5% |
| 6M | +7.7% | +16.6% | -8.9% | +6.7% |
| YTD | +27.3% | +31.8% | -4.6% | +25.1% |
| 1Y | +32.8% | +30.8% | +1.9% | +30.5% |
| 3Y | +150.0% | +49.6% | +100.4% | +134.5% |
| All | +150.0% | +47.1% | +103.0% | +134.5% |
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