+6.5%
Z vs MTCH
+95.3%
-88.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.6% | -5.7% | +1.2% | -1.9% |
| 30D | +8.3% | -4.5% | +12.8% | +10.8% |
| 3M | -11.6% | +7.1% | -18.7% | -14.0% |
| 6M | -33.6% | +3.8% | -37.4% | -34.6% |
| YTD | -56.7% | +23.6% | -80.3% | -60.3% |
| 1Y | -59.1% | +22.2% | -81.4% | -62.4% |
| 3Y | -20.4% | +43.6% | -64.0% | -34.7% |
| 5Y | -55.3% | -74.6% | +19.3% | -27.5% |
| 10Y | -14.2% | +176.9% | -191.2% | -40.8% |
| All | +6.5% | +95.3% | -88.8% | -30.0% |
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