+1.2%
PTC vs MTCH
-72.5%
+73.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -13.6% | -2.4% | -11.2% | -13.0% |
| 30D | -14.7% | +12.8% | -27.4% | -17.5% |
| 3M | -5.9% | +20.0% | -25.9% | -10.8% |
| 6M | -21.1% | +34.7% | -55.9% | -27.9% |
| YTD | -26.0% | +30.6% | -56.6% | -31.8% |
| 1Y | -36.8% | +10.9% | -47.8% | -39.3% |
| 3Y | -10.3% | -2.0% | -8.2% | -13.4% |
| 5Y | +1.2% | -72.6% | +73.8% | +32.7% |
| All | +1.2% | -72.5% | +73.7% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling