+316.5%
CHTR vs MTCH
+690.9%
-374.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | -3.0% | +15.9% | -18.8% | -5.5% |
| 3M | +4.8% | +23.3% | -18.5% | +0.8% |
| 6M | -35.0% | +40.1% | -75.2% | -39.1% |
| YTD | -30.2% | +33.6% | -63.8% | -34.0% |
| 1Y | -44.8% | +14.1% | -58.8% | -46.4% |
| 3Y | -66.6% | +1.4% | -68.0% | -67.6% |
| 5Y | -81.5% | -73.1% | -8.3% | -78.6% |
| 10Y | -44.8% | +204.8% | -249.6% | -61.0% |
| All | +316.5% | +690.9% | -374.4% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling