+471.5%
CF vs MTCH
+142.9%
+328.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.8% | +6.7% | -1.9% | +3.9% |
| 30D | +4.7% | -1.8% | +6.5% | +4.8% |
| 3M | +7.4% | +12.2% | -4.8% | +5.5% |
| 6M | +0.6% | +16.6% | -16.0% | -2.1% |
| YTD | +64.1% | +31.8% | +32.3% | +55.9% |
| 1Y | +51.4% | +30.8% | +20.6% | +44.0% |
| 3Y | +67.8% | +49.6% | +18.2% | +52.8% |
| 5Y | +114.1% | -70.3% | +184.5% | +146.4% |
| All | +471.5% | +142.9% | +328.6% | +334.6% |
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