-97.9%
CAPR vs MTCH
+365.7%
-463.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +139.2% | +9.7% | +129.5% | +133.0% |
| 3M | -66.4% | +21.1% | -87.4% | -68.7% |
| 6M | -63.1% | +37.5% | -100.6% | -67.0% |
| YTD | -67.4% | +31.9% | -99.3% | -70.6% |
| 1Y | +58.2% | +14.6% | +43.7% | +48.2% |
| 3Y | +42.2% | -6.2% | +48.4% | +37.8% |
| 5Y | +87.3% | -70.6% | +157.8% | +133.3% |
| 10Y | -75.3% | +185.6% | -260.8% | -79.2% |
| All | -97.9% | +365.7% | -463.6% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling