+40.3%
CFG vs MTCH
+14.2%
+26.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.4% |
| 3M | +6.7% | +23.3% | -16.6% | +0.2% |
| 6M | +22.1% | +40.1% | -18.0% | +8.2% |
| YTD | +23.2% | +33.6% | -10.4% | +11.5% |
| 1Y | +40.3% | +14.1% | +26.2% | +36.3% |
| All | +40.3% | +14.2% | +26.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling