+72.5%
CAPR vs MTCH
-72.5%
+145.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +116.8% |
| 3M | -66.8% | +20.0% | -86.7% | -69.1% |
| 6M | -71.8% | +34.7% | -106.5% | -74.9% |
| YTD | -70.1% | +30.6% | -100.6% | -73.2% |
| 1Y | +33.3% | +10.9% | +22.4% | +25.8% |
| 3Y | +36.7% | -2.0% | +38.8% | +30.1% |
| 5Y | +72.5% | -72.6% | +145.1% | +113.1% |
| All | +72.5% | -72.5% | +145.0% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling