+813.3%
CDW vs MTCH
+232.3%
+581.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.8% |
| 7D | -3.9% | -1.8% | -2.1% | -3.5% |
| 30D | +6.9% | +10.4% | -3.5% | +4.5% |
| 3M | +7.7% | +21.0% | -13.3% | +3.3% |
| 6M | +18.3% | +36.6% | -18.3% | +10.4% |
| YTD | +7.8% | +29.7% | -21.9% | +1.6% |
| 1Y | -12.2% | +8.6% | -20.8% | -14.2% |
| 3Y | -28.9% | -2.7% | -26.2% | -30.9% |
| 5Y | -22.8% | -72.9% | +50.1% | -6.9% |
| 10Y | +266.1% | +185.0% | +81.1% | +176.8% |
| All | +813.3% | +232.3% | +581.0% | +620.3% |
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