+298.9%
CDW vs MTCH
+142.9%
+156.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +6.7% | +2.7% | +7.7% |
| 30D | +14.4% | -1.8% | +16.2% | +14.8% |
| 3M | +21.4% | +12.2% | +9.2% | +18.2% |
| 6M | +72.8% | +16.6% | +56.2% | +66.8% |
| YTD | +28.0% | +31.8% | -3.8% | +20.0% |
| 1Y | +19.3% | +30.8% | -11.5% | +12.0% |
| 3Y | -15.3% | +49.6% | -64.9% | -24.7% |
| 5Y | -3.8% | -70.3% | +66.6% | +15.2% |
| All | +298.9% | +142.9% | +156.0% | +241.7% |
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 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