+235.6%
CAPR vs MTCH
+47.1%
+188.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.8% |
| 7D | +5.9% | +6.7% | -0.8% | +4.3% |
| 30D | +44.6% | -1.8% | +46.4% | +44.9% |
| 3M | +126.4% | +12.2% | +114.1% | +118.3% |
| 6M | -68.6% | +16.6% | -85.2% | -70.6% |
| YTD | -67.0% | +31.8% | -98.8% | -70.9% |
| 1Y | +65.2% | +30.8% | +34.3% | +45.8% |
| 3Y | +235.6% | +49.6% | +185.9% | +191.8% |
| All | +235.6% | +47.1% | +188.5% | +191.8% |
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