-68.6%
CAPR vs MTCH
+19.4%
-88.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -7.0% |
| 7D | +5.9% | +6.7% | -0.8% | +7.1% |
| 30D | +44.6% | -1.8% | +46.4% | +42.3% |
| 3M | +126.4% | +12.2% | +114.1% | +136.5% |
| 6M | -68.6% | +16.6% | -85.2% | -62.4% |
| All | -68.6% | +19.4% | -88.0% | -62.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling