+142.1%
CI vs MTCH
+208.0%
-65.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -0.1% | +1.3% | -1.3% | -0.2% |
| 30D | +1.8% | +15.9% | -14.1% | 0.0% |
| 3M | -4.2% | +23.3% | -27.5% | -6.8% |
| 6M | +8.8% | +40.1% | -31.3% | +4.1% |
| YTD | +3.7% | +33.6% | -29.8% | -0.3% |
| 1Y | -6.1% | +14.1% | -20.2% | -8.2% |
| 3Y | +4.5% | +1.4% | +3.1% | +1.9% |
| 5Y | +50.5% | -73.1% | +123.7% | +74.5% |
| All | +142.1% | +208.0% | -65.9% | +87.0% |
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 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