+8.5%
CL vs MTCH
+11.5%
-3.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -2.3% | -2.4% | +0.1% | -2.1% |
| 30D | -5.5% | +12.8% | -18.3% | -6.4% |
| 3M | +0.8% | +20.0% | -19.1% | -0.7% |
| 6M | -4.2% | +34.7% | -38.9% | -5.6% |
| YTD | +13.4% | +30.6% | -17.1% | +11.8% |
| All | +8.5% | +11.5% | -3.0% | +8.6% |
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