+112.0%
CF vs MTCH
-74.5%
+186.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -3.2% | -5.7% | +2.6% | -2.9% |
| 30D | +4.3% | -4.5% | +8.8% | +4.5% |
| 3M | +2.8% | +7.1% | -4.3% | +2.3% |
| 6M | +0.6% | +3.8% | -3.2% | +0.2% |
| YTD | +56.6% | +23.6% | +33.0% | +53.4% |
| 1Y | +49.6% | +22.2% | +27.4% | +46.6% |
| 3Y | +61.5% | +43.6% | +17.9% | +53.8% |
| All | +112.0% | -74.5% | +186.5% | +137.9% |
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