+24.7%
Z vs MTCH
+108.4%
-83.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -3.0% | +0.7% | -3.7% | -3.3% |
| 30D | -4.2% | +9.7% | -13.9% | -7.9% |
| 3M | -3.7% | +21.1% | -24.8% | -11.2% |
| 6M | -24.5% | +37.5% | -62.0% | -34.1% |
| YTD | -49.3% | +31.9% | -81.2% | -54.9% |
| 1Y | -58.7% | +14.6% | -73.2% | -61.0% |
| 3Y | -34.1% | -6.2% | -28.0% | -35.9% |
| 5Y | -64.5% | -70.6% | +6.0% | -46.5% |
| 10Y | -0.5% | +185.6% | -186.1% | -33.4% |
| All | +24.7% | +108.4% | -83.8% | -20.5% |
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