+52.9%
CL vs MTCH
+203.9%
-150.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -4.8% | +13.6% | -18.4% | -5.4% |
| 3M | -1.7% | +22.4% | -24.1% | -2.7% |
| 6M | -3.8% | +37.2% | -41.0% | -5.3% |
| YTD | +13.3% | +31.8% | -18.5% | +11.7% |
| 1Y | +8.3% | +12.9% | -4.6% | +7.5% |
| 3Y | +28.8% | -1.1% | +29.9% | +27.8% |
| 5Y | +28.5% | -73.5% | +102.0% | +35.1% |
| All | +52.9% | +203.9% | -150.9% | +36.7% |
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