+287.5%
CAH vs MTCH
+208.0%
+79.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -5.1% | +1.3% | -6.4% | -5.2% |
| 30D | +0.2% | +15.9% | -15.7% | -0.8% |
| 3M | +6.3% | +23.3% | -17.0% | +4.7% |
| 6M | +9.4% | +40.1% | -30.7% | +6.7% |
| YTD | +15.0% | +33.6% | -18.6% | +12.4% |
| 1Y | +55.4% | +14.1% | +41.4% | +53.6% |
| 3Y | +173.8% | +1.4% | +172.4% | +170.0% |
| 5Y | +395.2% | -73.1% | +468.3% | +439.0% |
| All | +287.5% | +208.0% | +79.4% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling