+208.5%
CFG vs MTCH
+142.9%
+65.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.2% | +6.7% | -3.5% | +1.8% |
| 30D | +5.1% | -1.8% | +6.9% | +5.4% |
| 3M | -11.2% | +12.2% | -23.5% | -13.6% |
| 6M | +9.6% | +16.6% | -7.0% | +5.4% |
| YTD | +15.0% | +31.8% | -16.9% | +7.4% |
| 1Y | +29.9% | +30.8% | -1.0% | +21.5% |
| 3Y | +192.1% | +49.6% | +142.5% | +162.6% |
| 5Y | +62.3% | -70.3% | +132.6% | +85.0% |
| All | +208.5% | +142.9% | +65.6% | +161.2% |
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 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