+989.0%
CBOE vs MTCH
+594.5%
+394.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -5.8% | +1.3% | -7.1% | -5.9% |
| 30D | -3.1% | +15.9% | -19.0% | -4.5% |
| 3M | -4.8% | +23.3% | -28.0% | -6.7% |
| 6M | -0.6% | +40.1% | -40.7% | -3.8% |
| YTD | +12.8% | +33.6% | -20.8% | +9.5% |
| 1Y | +19.8% | +14.1% | +5.7% | +17.8% |
| 3Y | +86.9% | +1.4% | +85.5% | +83.3% |
| 5Y | +136.5% | -73.1% | +209.7% | +163.5% |
| 10Y | +368.4% | +204.8% | +163.7% | +258.1% |
| All | +989.0% | +594.5% | +394.5% | +576.3% |
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 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