-42.6%
CCL vs MTCH
+208.0%
-250.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -17.8% | +15.9% | -33.7% | -22.4% |
| 3M | -18.7% | +23.3% | -41.9% | -25.2% |
| 6M | -11.4% | +40.1% | -51.5% | -22.2% |
| YTD | -24.3% | +33.6% | -57.9% | -32.6% |
| 1Y | -28.8% | +14.1% | -42.9% | -32.8% |
| 3Y | +49.3% | +1.4% | +47.9% | +42.1% |
| 5Y | +1.6% | -73.1% | +74.7% | +42.7% |
| All | -42.6% | +208.0% | -250.7% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling