-24.0%
POET vs MTCH
+818.3%
-842.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.2% |
| 7D | +3.7% | -1.4% | +5.1% | +3.9% |
| 30D | -11.5% | +13.6% | -25.2% | -13.7% |
| 3M | -30.8% | +22.4% | -53.2% | -33.5% |
| 6M | +8.6% | +37.2% | -28.6% | +2.2% |
| YTD | +20.1% | +31.8% | -11.7% | +13.5% |
| 1Y | +35.7% | +12.9% | +22.8% | +31.8% |
| 3Y | +116.5% | -1.1% | +117.6% | +111.1% |
| 5Y | -8.4% | -73.5% | +65.1% | +3.2% |
| 10Y | +24.6% | +200.7% | -176.1% | +2.2% |
| All | -24.0% | +818.3% | -842.3% | -48.0% |
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