+421.5%
CARR vs MTCH
-12.4%
+433.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | -3.8% | +1.3% | -5.0% | -4.0% |
| 30D | -8.9% | +15.9% | -24.8% | -12.0% |
| 3M | -17.3% | +23.3% | -40.6% | -21.5% |
| 6M | -1.4% | +40.1% | -41.5% | -9.3% |
| YTD | +10.0% | +33.6% | -23.6% | +2.0% |
| 1Y | -6.4% | +14.1% | -20.4% | -10.1% |
| 3Y | +1.5% | +1.4% | +0.1% | -2.6% |
| 5Y | +9.3% | -73.1% | +82.4% | +29.0% |
| All | +421.5% | -12.4% | +433.9% | +377.6% |
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