+58.2%
CAPR vs MTCH
+13.9%
+44.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.1% |
| 7D | -2.0% | +0.7% | -2.7% | -1.8% |
| 30D | +139.2% | +9.7% | +129.5% | +142.6% |
| 3M | -66.4% | +21.1% | -87.4% | -64.9% |
| 6M | -63.1% | +37.5% | -100.6% | -62.3% |
| YTD | -67.4% | +31.9% | -99.3% | -65.8% |
| 1Y | +58.2% | +14.6% | +43.7% | +101.7% |
| All | +58.2% | +13.9% | +44.3% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling