+131.5%
PM vs MTCH
-72.5%
+204.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | +1.9% | -1.4% | +3.4% | +2.0% |
| 30D | +1.9% | +13.6% | -11.7% | +1.1% |
| 3M | +4.6% | +22.4% | -17.8% | +3.2% |
| 6M | +11.7% | +37.2% | -25.5% | +9.3% |
| YTD | +20.4% | +31.8% | -11.4% | +18.0% |
| 1Y | +19.0% | +12.9% | +6.1% | +17.7% |
| 3Y | +130.4% | -1.1% | +131.5% | +127.5% |
| 5Y | +131.5% | -73.5% | +205.0% | +138.7% |
| All | +131.5% | -72.5% | +204.0% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling