-37.1%
PTC vs MTCH
+12.5%
-49.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.1% |
| 3M | -4.7% | +22.4% | -27.1% | -11.7% |
| 6M | -19.3% | +37.2% | -56.5% | -30.3% |
| YTD | -26.1% | +31.8% | -57.9% | -35.2% |
| 1Y | -37.1% | +12.9% | -50.0% | -43.7% |
| All | -37.1% | +12.5% | -49.6% | -43.7% |
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