-60.3%
Z vs MTCH
+23.0%
-83.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -6.7% |
| 7D | -6.5% | +3.7% | -10.2% | -8.7% |
| 30D | -0.1% | -2.8% | +2.7% | +1.9% |
| 3M | -14.1% | +9.3% | -23.4% | -19.6% |
| 6M | -30.1% | +9.2% | -39.2% | -34.9% |
| YTD | -57.5% | +26.5% | -84.0% | -63.5% |
| 1Y | -60.3% | +22.6% | -82.9% | -64.9% |
| All | -60.3% | +23.0% | -83.3% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling