+195.4%
PTC vs MTCH
+203.9%
-8.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | -14.2% | -1.4% | -12.8% | -13.8% |
| 30D | -14.4% | +13.6% | -28.1% | -17.7% |
| 3M | -4.7% | +22.4% | -27.1% | -10.6% |
| 6M | -19.3% | +37.2% | -56.5% | -27.0% |
| YTD | -26.1% | +31.8% | -57.9% | -32.4% |
| 1Y | -37.1% | +12.9% | -50.0% | -39.9% |
| 3Y | -10.4% | -1.1% | -9.3% | -14.2% |
| 5Y | +2.5% | -73.5% | +76.0% | +39.0% |
| All | +195.4% | +203.9% | -8.4% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling