+1.3%
CHD vs MTCH
-0.9%
+2.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | -4.5% | +1.3% | -5.7% | -4.5% |
| 30D | -6.7% | +15.9% | -22.6% | -7.3% |
| 3M | -2.7% | +23.3% | -26.0% | -3.5% |
| 6M | -4.9% | +40.1% | -45.1% | -5.9% |
| YTD | +13.3% | +33.6% | -20.2% | +12.2% |
| 1Y | +1.0% | +14.1% | -13.1% | +0.4% |
| 3Y | +1.3% | +1.4% | -0.1% | -2.3% |
| All | +1.3% | -0.9% | +2.2% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling