-14.5%
Z vs MTCH
+168.0%
-182.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | -5.2% | -6.6% | +1.4% | -2.0% |
| 30D | +5.7% | -4.4% | +10.1% | +8.1% |
| 3M | -8.7% | +6.0% | -14.7% | -10.9% |
| 6M | -26.0% | +7.4% | -33.4% | -28.1% |
| YTD | -55.0% | +24.5% | -79.5% | -59.1% |
| 1Y | -58.0% | +22.3% | -80.3% | -61.5% |
| 3Y | -15.2% | +42.4% | -57.6% | -31.1% |
| 5Y | -53.8% | -73.6% | +19.8% | -23.9% |
| 10Y | -14.5% | +148.4% | -162.9% | -44.2% |
| All | -14.5% | +168.0% | -182.5% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling