+631.0%
PTC vs MTCH
+14,793.4%
-14,162.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -7.3% | +1.3% | -8.5% | -7.5% |
| 30D | -11.6% | +15.9% | -27.5% | -14.9% |
| 3M | +10.5% | +23.3% | -12.8% | +4.5% |
| 6M | -17.8% | +40.1% | -58.0% | -25.0% |
| YTD | -24.9% | +33.6% | -58.5% | -30.6% |
| 1Y | -36.8% | +14.1% | -50.9% | -39.4% |
| 3Y | -8.7% | +1.4% | -10.1% | -12.6% |
| 5Y | +4.1% | -73.1% | +77.2% | +32.9% |
| 10Y | +202.7% | +204.8% | -2.1% | +97.1% |
| All | +631.0% | +14,793.4% | -14,162.4% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling