+3.7%
CG vs MTCH
-72.5%
+76.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -9.8% | -1.4% | -8.4% | -9.3% |
| 30D | -10.3% | +13.6% | -23.9% | -15.3% |
| 3M | -1.7% | +22.4% | -24.1% | -10.6% |
| 6M | -9.8% | +37.2% | -47.0% | -22.1% |
| YTD | -25.6% | +31.8% | -57.4% | -34.7% |
| 1Y | -32.5% | +12.9% | -45.4% | -36.8% |
| 3Y | +45.6% | -1.1% | +46.8% | +38.6% |
| 5Y | +3.7% | -73.5% | +77.2% | +61.3% |
| All | +3.7% | -72.5% | +76.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling