+8,464.7%
CAH vs MTCH
+14,456.1%
-5,991.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.2% | -2.4% | +0.1% | -2.0% |
| 30D | +1.2% | +12.8% | -11.6% | +0.2% |
| 3M | +13.1% | +20.0% | -6.9% | +11.3% |
| 6M | +8.5% | +34.7% | -26.3% | +5.6% |
| YTD | +17.6% | +30.6% | -12.9% | +14.7% |
| 1Y | +60.7% | +10.9% | +49.7% | +58.6% |
| 3Y | +183.2% | -2.0% | +185.2% | +178.8% |
| 5Y | +402.2% | -72.6% | +474.8% | +439.8% |
| 10Y | +302.3% | +197.9% | +104.4% | +237.5% |
| All | +8,464.7% | +14,456.1% | -5,991.4% | +6,418.4% |
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