+773.5%
PM vs MTCH
+802.3%
-28.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | -2.6% | +10.4% | -13.0% | -3.5% |
| 3M | +5.8% | +21.0% | -15.2% | +3.6% |
| 6M | +10.6% | +36.6% | -26.1% | +6.7% |
| YTD | +17.2% | +29.7% | -12.5% | +13.5% |
| 1Y | +17.6% | +8.6% | +9.0% | +16.0% |
| 3Y | +124.3% | -2.7% | +127.0% | +120.3% |
| 5Y | +125.1% | -72.9% | +198.0% | +148.9% |
| 10Y | +198.6% | +185.0% | +13.6% | +120.8% |
| All | +773.5% | +802.3% | -28.7% | +344.2% |
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