+220.7%
CF vs MTCH
-72.9%
+293.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +6.0% |
| 30D | +14.8% | +9.7% | +5.1% | +14.2% |
| 3M | +14.1% | +21.1% | -7.0% | +12.5% |
| 6M | +28.5% | +37.5% | -9.0% | +25.1% |
| YTD | +74.9% | +31.9% | +43.0% | +70.7% |
| 1Y | +61.7% | +14.6% | +47.1% | +59.7% |
| 3Y | +80.3% | -6.2% | +86.5% | +79.0% |
| All | +220.7% | -72.9% | +293.7% | +248.2% |
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