+394.0%
CAH vs MTCH
-73.3%
+467.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -5.1% | +1.3% | -6.4% | -5.1% |
| 30D | +0.2% | +15.9% | -15.7% | -0.3% |
| 3M | +6.3% | +23.3% | -17.0% | +5.5% |
| 6M | +9.4% | +40.1% | -30.7% | +8.1% |
| YTD | +15.0% | +33.6% | -18.6% | +13.8% |
| 1Y | +55.4% | +14.1% | +41.4% | +54.6% |
| 3Y | +173.8% | +1.4% | +172.4% | +171.9% |
| All | +394.0% | -73.3% | +467.2% | +413.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling