+305.2%
CG vs MTCH
+208.0%
+97.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -9.9% | +1.3% | -11.1% | -10.2% |
| 30D | -11.7% | +15.9% | -27.5% | -15.9% |
| 3M | -4.3% | +23.3% | -27.6% | -11.0% |
| 6M | -8.8% | +40.1% | -48.9% | -18.7% |
| YTD | -26.9% | +33.6% | -60.4% | -33.8% |
| 1Y | -35.4% | +14.1% | -49.5% | -38.6% |
| 3Y | +43.0% | +1.4% | +41.6% | +37.0% |
| 5Y | +1.9% | -73.1% | +75.0% | +33.3% |
| All | +305.2% | +208.0% | +97.1% | +233.1% |
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