+574.3%
CF vs MTCH
+182.3%
+391.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.7% |
| 30D | +18.1% | +10.4% | +7.6% | +16.4% |
| 3M | +23.4% | +21.0% | +2.4% | +19.7% |
| 6M | +17.1% | +36.6% | -19.5% | +11.0% |
| YTD | +76.2% | +29.7% | +46.6% | +67.9% |
| 1Y | +62.3% | +8.6% | +53.7% | +58.8% |
| 3Y | +71.8% | -2.7% | +74.5% | +67.4% |
| 5Y | +234.6% | -72.9% | +307.5% | +292.4% |
| 10Y | +574.3% | +185.0% | +389.3% | +345.5% |
| All | +574.3% | +182.3% | +391.9% | +345.5% |
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 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