+607.3%
CEG vs MTCH
-62.4%
+669.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | +0.3% | -1.4% | +1.8% | +0.5% |
| 30D | +2.9% | +13.6% | -10.7% | +0.9% |
| 3M | +18.2% | +22.4% | -4.2% | +14.4% |
| 6M | -9.5% | +37.2% | -46.7% | -14.1% |
| YTD | -18.7% | +31.8% | -50.5% | -22.5% |
| 1Y | -10.1% | +12.9% | -23.0% | -12.3% |
| 3Y | +168.3% | -1.1% | +169.5% | +161.9% |
| All | +607.3% | -62.4% | +669.7% | +711.5% |
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