+70.1%
CB vs MTCH
-3.6%
+73.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.4% |
| 7D | -0.6% | -1.8% | +1.2% | -0.6% |
| 30D | -3.9% | +10.4% | -14.3% | -4.2% |
| 3M | +4.9% | +21.0% | -16.1% | +4.1% |
| 6M | +3.3% | +36.6% | -33.4% | +1.9% |
| YTD | +8.5% | +29.7% | -21.2% | +7.1% |
| 1Y | +22.1% | +8.6% | +13.5% | +21.4% |
| 3Y | +70.1% | -2.7% | +72.8% | +68.3% |
| All | +70.1% | -3.6% | +73.7% | +68.3% |
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