+5,326.8%
CF vs MTCH
+552.3%
+4,774.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.9% | -6.6% | +5.7% | +0.5% |
| 30D | +6.9% | -4.4% | +11.3% | +7.6% |
| 3M | +4.8% | +6.0% | -1.2% | +3.0% |
| 6M | +4.7% | +7.4% | -2.8% | +1.8% |
| YTD | +56.5% | +24.5% | +32.0% | +45.6% |
| 1Y | +48.4% | +22.3% | +26.1% | +38.6% |
| 3Y | +59.1% | +42.4% | +16.8% | +38.0% |
| 5Y | +109.5% | -73.6% | +183.1% | +164.3% |
| 10Y | +487.0% | +148.4% | +338.6% | +187.8% |
| All | +5,326.8% | +552.3% | +4,774.5% | +1,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling