+995.5%
PTC vs MTCH
+14,599.3%
-13,603.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | +6.7% | -6.2% | -1.2% |
| 30D | +1.2% | -1.8% | +3.0% | +1.3% |
| 3M | +27.4% | +12.2% | +15.1% | +23.1% |
| 6M | +39.2% | +16.6% | +22.6% | +32.9% |
| YTD | +12.5% | +31.8% | -19.3% | +3.8% |
| 1Y | +12.3% | +30.8% | -18.6% | +3.8% |
| 3Y | +28.8% | +49.6% | -20.8% | +12.0% |
| 5Y | +60.9% | -70.3% | +131.2% | +100.3% |
| 10Y | +316.6% | +155.1% | +161.5% | +182.6% |
| All | +995.5% | +14,599.3% | -13,603.7% | +395.8% |
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