+2,495.9%
CL vs MTCH
+14,607.1%
-12,111.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -4.8% | +9.7% | -14.6% | -5.4% |
| 3M | +4.9% | +21.1% | -16.2% | +3.6% |
| 6M | -5.7% | +37.5% | -43.2% | -7.7% |
| YTD | +14.4% | +31.9% | -17.5% | +12.2% |
| 1Y | +8.7% | +14.6% | -5.8% | +7.6% |
| 3Y | +30.0% | -6.2% | +36.1% | +28.9% |
| 5Y | +28.4% | -70.6% | +98.9% | +34.6% |
| 10Y | +50.1% | +185.6% | -135.5% | +31.0% |
| All | +2,495.9% | +14,607.1% | -12,111.3% | +1,826.3% |
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