+33.1%
CAPR vs MTCH
-3.1%
+36.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | -12.6% | -2.4% | -10.3% | -12.1% |
| 30D | +124.4% | +12.8% | +111.6% | +117.0% |
| 3M | -66.8% | +20.0% | -86.7% | -69.2% |
| 6M | -71.8% | +34.7% | -106.5% | -75.1% |
| YTD | -70.1% | +30.6% | -100.6% | -73.4% |
| 1Y | +33.3% | +10.9% | +22.4% | +26.8% |
| All | +33.1% | -3.1% | +36.3% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling