-10.0%
PTC vs MTCH
-3.1%
-6.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -13.6% | -2.4% | -11.2% | -13.0% |
| 30D | -14.7% | +12.8% | -27.4% | -17.1% |
| 3M | -5.9% | +20.0% | -25.9% | -10.2% |
| 6M | -21.1% | +34.7% | -55.9% | -27.2% |
| YTD | -26.0% | +30.6% | -56.6% | -31.2% |
| 1Y | -36.8% | +10.9% | -47.8% | -39.3% |
| All | -10.0% | -3.1% | -6.9% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling