+309.0%
CFG vs MTCH
+208.0%
+101.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.9% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -4.6% | +15.9% | -20.5% | -7.7% |
| 3M | +6.7% | +23.3% | -16.6% | +1.7% |
| 6M | +22.1% | +40.1% | -18.0% | +13.0% |
| YTD | +23.2% | +33.6% | -10.4% | +15.0% |
| 1Y | +40.3% | +14.1% | +26.2% | +35.3% |
| 3Y | +187.9% | +1.4% | +186.5% | +178.2% |
| 5Y | +102.0% | -73.1% | +175.1% | +133.4% |
| All | +309.0% | +208.0% | +101.0% | +230.6% |
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