+34.8%
CF vs MTCH
+27.4%
+7.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -3.5% |
| 7D | -6.9% | -4.4% | -2.5% | -7.5% |
| 30D | -3.7% | -0.3% | -3.4% | -3.4% |
| 3M | -5.0% | -2.0% | -2.9% | -4.7% |
| 6M | -10.5% | +6.4% | -16.9% | -6.9% |
| YTD | +46.5% | +27.3% | +19.2% | +60.3% |
| 1Y | +34.8% | +30.3% | +4.5% | +44.3% |
| All | +34.8% | +27.4% | +7.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling