+31.1%
CAPR vs MTCH
+12.5%
+18.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -3.8% |
| 7D | -10.6% | -1.4% | -9.1% | -10.8% |
| 30D | +111.2% | +13.6% | +97.6% | +116.3% |
| 3M | -67.2% | +22.4% | -89.6% | -65.6% |
| 6M | -75.1% | +37.2% | -112.3% | -74.3% |
| YTD | -71.2% | +31.8% | -103.0% | -69.5% |
| 1Y | +31.1% | +12.9% | +18.2% | +72.7% |
| All | +31.1% | +12.5% | +18.6% | +72.7% |
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