+269.2%
CAG vs MTCH
+14,793.4%
-14,524.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | -5.7% | +1.3% | -7.0% | -5.7% |
| 30D | -2.4% | +15.9% | -18.3% | -3.1% |
| 3M | +9.8% | +23.3% | -13.5% | +8.6% |
| 6M | -10.8% | +40.1% | -51.0% | -12.5% |
| YTD | -10.8% | +33.6% | -44.4% | -12.3% |
| 1Y | -19.0% | +14.1% | -33.0% | -19.7% |
| 3Y | -39.7% | +1.4% | -41.1% | -40.3% |
| 5Y | -43.0% | -73.1% | +30.2% | -40.4% |
| 10Y | -36.0% | +204.8% | -240.8% | -42.7% |
| All | +269.2% | +14,793.4% | -14,524.2% | +191.6% |
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