+303.2%
CCJ vs MTCH
-73.6%
+376.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -3.2% | -1.4% | -1.7% | -2.8% |
| 30D | -1.3% | +13.6% | -15.0% | -4.7% |
| 3M | +2.5% | +22.4% | -19.9% | -3.2% |
| 6M | -18.9% | +37.2% | -56.1% | -25.8% |
| YTD | +6.5% | +31.8% | -25.3% | -2.1% |
| 1Y | +22.8% | +12.9% | +9.9% | +17.6% |
| 3Y | +164.5% | -1.1% | +165.6% | +154.6% |
| All | +303.2% | -73.6% | +376.8% | +485.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling