-100.0%
ZCMD vs MTCH
-38.7%
-61.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.0% |
| 7D | -4.1% | -2.4% | -1.8% | -4.0% |
| 30D | -22.7% | +12.8% | -35.5% | -23.4% |
| 3M | -62.5% | +20.0% | -82.5% | -63.2% |
| 6M | -99.5% | +34.7% | -134.2% | -99.5% |
| YTD | -99.7% | +30.6% | -130.3% | -99.7% |
| 1Y | -99.9% | +10.9% | -110.8% | -99.9% |
| 3Y | -100.0% | -2.0% | -97.9% | -100.0% |
| 5Y | -100.0% | -72.6% | -27.4% | -100.0% |
| All | -100.0% | -38.7% | -61.3% | -100.0% |
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