+29.6%
CL vs MTCH
-3.6%
+33.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -1.4% | -1.8% | +0.5% | -1.3% |
| 30D | -5.2% | +10.4% | -15.7% | -5.6% |
| 3M | +3.3% | +21.0% | -17.7% | +2.5% |
| 6M | -4.4% | +36.6% | -41.0% | -5.3% |
| YTD | +13.9% | +29.7% | -15.8% | +12.9% |
| 1Y | +7.6% | +8.6% | -1.0% | +7.2% |
| 3Y | +29.6% | -2.7% | +32.3% | +29.3% |
| All | +29.6% | -3.6% | +33.2% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling