+6,070.8%
CI vs MTCH
+14,357.7%
-8,286.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -2.6% | -1.8% | -0.7% | -2.4% |
| 30D | -2.4% | +10.4% | -12.8% | -3.4% |
| 3M | -4.8% | +21.0% | -25.8% | -6.8% |
| 6M | +2.1% | +36.6% | -34.5% | -1.5% |
| YTD | +1.4% | +29.7% | -28.3% | -1.8% |
| 1Y | -6.8% | +8.6% | -15.4% | -8.1% |
| 3Y | +3.3% | -2.7% | +6.0% | +1.4% |
| 5Y | +41.1% | -72.9% | +114.0% | +55.2% |
| 10Y | +139.1% | +185.0% | -45.9% | +95.2% |
| All | +6,070.8% | +14,357.7% | -8,286.9% | +4,212.4% |
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