+166.5%
ZTS vs MTCH
+278.8%
-112.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +1.2% | +10.4% | -9.2% | -0.8% |
| 3M | -6.0% | +21.0% | -27.0% | -9.9% |
| 6M | -38.7% | +36.6% | -75.4% | -42.5% |
| YTD | -40.6% | +29.7% | -70.3% | -43.8% |
| 1Y | -50.6% | +8.6% | -59.2% | -51.6% |
| 3Y | -58.7% | -2.7% | -56.0% | -59.8% |
| 5Y | -62.8% | -72.9% | +10.1% | -55.6% |
| 10Y | +56.2% | +185.0% | -128.8% | +15.9% |
| All | +166.5% | +278.8% | -112.3% | +83.0% |
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