-6.1%
CI vs MTCH
+14.2%
-20.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -0.1% | +1.3% | -1.3% | -0.1% |
| 30D | +1.8% | +15.9% | -14.1% | +1.2% |
| 3M | -4.2% | +23.3% | -27.5% | -5.0% |
| 6M | +8.8% | +40.1% | -31.3% | +7.3% |
| YTD | +3.7% | +33.6% | -29.8% | +2.2% |
| 1Y | -6.1% | +14.1% | -20.2% | -7.9% |
| All | -6.1% | +14.2% | -20.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling