+6,581.3%
CI vs MTCH
+14,599.3%
-8,018.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.2% | +6.7% | -5.5% | +0.4% |
| 30D | +2.6% | -1.8% | +4.4% | +2.7% |
| 3M | +7.4% | +12.2% | -4.8% | +6.0% |
| 6M | -0.1% | +16.6% | -16.7% | -2.0% |
| YTD | +9.7% | +31.8% | -22.1% | +6.0% |
| 1Y | +12.1% | +30.8% | -18.7% | +8.3% |
| 3Y | +7.0% | +49.6% | -42.6% | +0.4% |
| 5Y | +49.7% | -70.3% | +120.0% | +63.1% |
| 10Y | +147.2% | +155.1% | -7.8% | +104.3% |
| All | +6,581.3% | +14,599.3% | -8,018.0% | +4,556.3% |
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 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