-33.9%
PTC vs MTCH
+13.9%
-47.8%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.6% |
| 7D | -10.3% | +0.7% | -10.9% | -10.5% |
| 30D | +1.1% | +9.7% | -8.6% | -2.3% |
| 3M | +1.6% | +21.1% | -19.5% | -5.5% |
| 6M | -13.5% | +37.5% | -51.0% | -25.5% |
| YTD | -19.1% | +31.9% | -51.0% | -29.1% |
| 1Y | -33.9% | +14.6% | -48.4% | -41.0% |
| All | -33.9% | +13.9% | -47.8% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling