+848.9%
PM vs MTCH
+817.3%
+31.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.5% | +6.7% | -6.1% | -0.1% |
| 30D | -3.2% | -1.8% | -1.4% | -3.2% |
| 3M | +6.2% | +12.2% | -6.0% | +4.8% |
| 6M | +7.7% | +16.6% | -8.9% | +5.6% |
| YTD | +27.3% | +31.8% | -4.6% | +22.9% |
| 1Y | +32.8% | +30.8% | +1.9% | +28.3% |
| 3Y | +150.0% | +49.6% | +100.4% | +134.4% |
| 5Y | +164.2% | -70.3% | +234.6% | +189.3% |
| 10Y | +265.7% | +155.1% | +110.6% | +176.2% |
| All | +848.9% | +817.3% | +31.6% | +380.9% |
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